-10.4%
MDB vs SSNC
+54.1%
-64.5%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.2% | +4.4% | +4.5% |
| 7D | -0.9% | -4.5% | +3.6% | +2.5% |
| 30D | -15.2% | -3.9% | -11.3% | -13.7% |
| 3M | -17.9% | -1.3% | -16.6% | -18.1% |
| 6M | +9.3% | +14.1% | -4.8% | -3.3% |
| YTD | -22.0% | -9.9% | -12.1% | -17.1% |
| 1Y | -9.3% | -6.2% | -3.1% | -6.6% |
| 3Y | -10.4% | +56.1% | -66.5% | -35.8% |
| All | -10.4% | +54.1% | -64.5% | -35.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling