+10.5%
MCD vs SSNC
+54.4%
-43.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.2% | -0.4% |
| 7D | +7.1% | -3.3% | +10.5% | +7.8% |
| 30D | +19.8% | -1.3% | +21.0% | +20.1% |
| 3M | +0.8% | -2.3% | +3.1% | +1.2% |
| 6M | -1.3% | +12.6% | -13.9% | -3.8% |
| YTD | -7.8% | -10.1% | +2.4% | -6.3% |
| 1Y | -5.0% | -6.6% | +1.6% | -4.3% |
| 3Y | +10.5% | +54.0% | -43.4% | -1.7% |
| All | +10.5% | +54.4% | -43.9% | -1.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling