+782.3%
SEI vs MLM
+41.9%
+740.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.1% | +2.3% | +2.9% |
| 7D | +10.2% | -2.9% | +13.2% | +11.6% |
| 30D | -1.0% | -6.8% | +5.8% | +1.9% |
| 3M | -27.9% | -11.2% | -16.7% | -25.2% |
| 6M | +10.4% | -21.8% | +32.2% | +21.7% |
| YTD | +20.1% | -17.0% | +37.1% | +28.3% |
| 1Y | +109.7% | -16.4% | +126.1% | +123.6% |
| 3Y | +458.6% | +14.5% | +444.2% | +418.1% |
| All | +782.3% | +41.9% | +740.4% | +663.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling