+199.5%
MCHP vs SSNC
+173.6%
+25.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.7% | +1.9% | +2.5% |
| 7D | 0.0% | -4.0% | +4.1% | +2.8% |
| 30D | -6.0% | +0.5% | -6.6% | -6.6% |
| 3M | -19.7% | +18.9% | -38.6% | -30.6% |
| 6M | +14.0% | +10.8% | +3.2% | +2.7% |
| YTD | +18.4% | -7.1% | +25.6% | +20.0% |
| 1Y | +17.1% | -9.6% | +26.7% | +20.7% |
| 3Y | +0.7% | +51.1% | -50.3% | -28.5% |
| 5Y | +5.1% | +19.7% | -14.6% | -12.0% |
| All | +199.5% | +173.6% | +25.9% | +59.8% |
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 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