+560.1%
MCD vs SSNC
+1,000.8%
-440.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.5% | +1.7% |
| 7D | +5.9% | -4.5% | +10.4% | +7.1% |
| 30D | +19.6% | -3.9% | +23.5% | +20.7% |
| 3M | +3.3% | -1.3% | +4.6% | +3.5% |
| 6M | +3.5% | +14.1% | -10.7% | -0.3% |
| YTD | -6.1% | -9.9% | +3.8% | -4.5% |
| 1Y | -3.7% | -6.2% | +2.5% | -3.0% |
| 3Y | +13.4% | +56.1% | -42.7% | -0.8% |
| 5Y | +25.2% | +5.4% | +19.8% | +19.5% |
| 10Y | +211.3% | +172.3% | +39.0% | +135.9% |
| All | +560.1% | +1,000.8% | -440.7% | +298.8% |
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