+684.7%
SEI vs MLM
+16.5%
+668.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | +0.1% |
| 7D | +27.6% | -2.0% | +29.6% | +28.6% |
| 30D | -17.1% | +9.5% | -26.6% | -21.1% |
| 3M | +4.6% | -4.7% | +9.3% | +6.5% |
| 6M | -15.1% | -10.7% | -4.4% | -12.4% |
| YTD | +41.2% | -16.6% | +57.7% | +51.4% |
| 1Y | +37.5% | -15.4% | +52.9% | +46.1% |
| All | +684.7% | +16.5% | +668.2% | +567.2% |
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