-1.2%
MCD vs SSNC
+56.7%
-57.9%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.4% | -1.3% |
| 7D | -2.8% | +0.6% | -3.5% | -3.0% |
| 30D | -6.0% | +6.0% | -12.1% | -7.1% |
| 3M | -5.6% | +21.0% | -26.5% | -9.3% |
| 6M | -21.9% | +12.1% | -33.9% | -23.9% |
| YTD | -14.7% | -3.2% | -11.5% | -14.4% |
| 1Y | -17.3% | -4.4% | -12.9% | -16.8% |
| All | -1.2% | +56.7% | -57.9% | -12.7% |
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