-5.6%
MDB vs SSNC
+51.8%
-57.5%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.8% | +0.4% | -0.4% |
| 7D | -18.0% | -1.8% | -16.2% | -16.9% |
| 30D | -10.7% | +1.9% | -12.6% | -11.9% |
| 3M | +1.0% | +18.4% | -17.4% | -12.3% |
| 6M | +31.6% | +7.0% | +24.7% | +24.6% |
| YTD | -15.2% | -6.9% | -8.2% | -10.8% |
| 1Y | +10.1% | -8.2% | +18.3% | +16.5% |
| 3Y | -5.6% | +50.5% | -56.2% | -25.2% |
| All | -5.6% | +51.8% | -57.5% | -25.2% |
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