+548.6%
MCD vs SSNC
+998.3%
-449.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.2% | -0.4% |
| 7D | +7.1% | -3.3% | +10.5% | +8.0% |
| 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% | -4.6% |
| YTD | -7.8% | -10.1% | +2.4% | -6.1% |
| 1Y | -5.0% | -6.6% | +1.6% | -4.2% |
| 3Y | +10.5% | +54.0% | -43.4% | -2.9% |
| 5Y | +22.0% | +7.0% | +15.0% | +16.0% |
| 10Y | +216.7% | +176.7% | +40.0% | +139.4% |
| All | +548.6% | +998.3% | -449.7% | +292.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling