+180.0%
MCD vs SSNC
+164.2%
+15.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.8% | +3.9% | +1.2% |
| 7D | -2.0% | -1.8% | -0.2% | -1.5% |
| 30D | -6.1% | +1.9% | -8.0% | -6.7% |
| 3M | -7.3% | +18.4% | -25.6% | -12.2% |
| 6M | -20.9% | +7.0% | -27.9% | -23.0% |
| YTD | -14.7% | -6.9% | -7.7% | -13.6% |
| 1Y | -16.1% | -8.2% | -8.0% | -14.8% |
| 3Y | -1.5% | +50.5% | -52.0% | -16.0% |
| 5Y | +20.4% | +17.4% | +3.1% | +9.8% |
| 10Y | +180.0% | +164.9% | +15.1% | +101.2% |
| All | +180.0% | +164.2% | +15.8% | +101.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC 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 10y: compounded portfolio wealth divided by compounded SSNC 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…
10y analysis · Full analysis span regression · 6 months rolling