+427.0%
MCK vs SSNC
+173.6%
+253.5%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.4% |
| 7D | -2.9% | -4.0% | +1.1% | -1.9% |
| 30D | +0.4% | +0.5% | -0.1% | +0.2% |
| 3M | +12.1% | +18.9% | -6.8% | +6.8% |
| 6M | -5.4% | +10.8% | -16.3% | -8.4% |
| YTD | +7.8% | -7.1% | +14.9% | +9.0% |
| 1Y | +22.9% | -9.6% | +32.6% | +25.0% |
| 3Y | +110.7% | +51.1% | +59.7% | +82.7% |
| 5Y | +346.2% | +19.7% | +326.5% | +309.3% |
| All | +427.0% | +173.6% | +253.5% | +273.1% |
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