+542.0%
SEI vs MLM
+137.6%
+404.4%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.1% | +2.3% | +2.9% |
| 7D | +10.2% | -2.9% | +13.2% | +11.9% |
| 30D | -1.0% | -6.8% | +5.8% | +2.5% |
| 3M | -27.9% | -11.2% | -16.7% | -24.7% |
| 6M | +10.4% | -21.8% | +32.2% | +23.0% |
| YTD | +20.1% | -17.0% | +37.1% | +29.4% |
| 1Y | +109.7% | -16.4% | +126.1% | +125.5% |
| 3Y | +458.6% | +14.5% | +444.2% | +403.0% |
| 5Y | +775.3% | +41.7% | +733.5% | +582.0% |
| All | +542.0% | +137.6% | +404.4% | +239.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling