+586.7%
SEI vs MLM
+18.7%
+567.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.3% | -1.8% | +16.1% | +15.1% |
| 7D | -18.3% | -4.1% | -14.2% | -16.9% |
| 30D | -24.4% | +8.2% | -32.6% | -27.7% |
| 3M | +1.5% | -3.6% | +5.1% | +2.7% |
| 6M | -25.1% | -15.6% | -9.6% | -19.7% |
| YTD | +26.4% | -16.4% | +42.9% | +35.4% |
| 1Y | +8.9% | -14.3% | +23.3% | +14.7% |
| 3Y | +586.7% | +19.3% | +567.3% | +477.4% |
| All | +586.7% | +18.7% | +567.9% | +477.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling