+898.9%
SEI vs MLM
+25.7%
+873.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.8% |
| 7D | +10.5% | -0.9% | +11.3% | +10.9% |
| 30D | -8.0% | +9.0% | -17.0% | -11.9% |
| 3M | +6.7% | -5.6% | +12.3% | +8.7% |
| 6M | -17.0% | -10.7% | -6.3% | -14.8% |
| YTD | +39.7% | -17.2% | +56.8% | +48.6% |
| 1Y | +43.2% | -14.2% | +57.4% | +49.8% |
| 3Y | +676.3% | +15.6% | +660.7% | +611.0% |
| All | +898.9% | +25.7% | +873.2% | +757.8% |
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