+1,017.5%
MDB vs SSNC
+110.4%
+907.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.0% | +1.9% |
| 7D | -4.5% | -3.9% | -0.6% | -1.2% |
| 30D | -14.0% | -0.2% | -13.8% | -13.8% |
| 3M | +5.3% | +15.9% | -10.6% | -8.3% |
| 6M | +31.9% | +7.5% | +24.4% | +23.3% |
| YTD | -14.6% | -8.2% | -6.4% | -8.4% |
| 1Y | +8.2% | -9.3% | +17.6% | +16.3% |
| 3Y | -5.0% | +48.5% | -53.5% | -34.2% |
| 5Y | -24.5% | +16.0% | -40.5% | -33.0% |
| All | +1,017.5% | +110.4% | +907.1% | +570.6% |
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