+632.2%
SEI vs MLM
+145.1%
+487.2%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +2.5% | +5.9% | +7.1% |
| 7D | -4.3% | -3.8% | -0.4% | -2.5% |
| 30D | -18.0% | +11.0% | -29.1% | -22.8% |
| 3M | +8.2% | -3.1% | +11.3% | +9.0% |
| 6M | -13.9% | -9.8% | -4.1% | -11.7% |
| YTD | +37.0% | -14.4% | +51.4% | +44.1% |
| 1Y | +24.5% | -12.6% | +37.1% | +29.6% |
| 3Y | +681.1% | +19.7% | +661.3% | +585.7% |
| 5Y | +787.5% | +29.8% | +757.7% | +625.2% |
| All | +632.2% | +145.1% | +487.2% | +277.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MLM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling