+1,049.8%
MDB vs SSNC
+121.8%
+928.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.2% | -2.9% | -3.1% |
| 7D | -17.4% | +0.6% | -18.1% | -17.9% |
| 30D | -2.0% | +6.0% | -8.1% | -6.8% |
| 3M | -3.0% | +21.0% | -24.0% | -18.6% |
| 6M | +48.7% | +12.1% | +36.6% | +34.1% |
| YTD | -12.1% | -3.2% | -8.9% | -9.9% |
| 1Y | +14.5% | -4.4% | +18.9% | +17.5% |
| 3Y | -6.1% | +51.6% | -57.8% | -36.1% |
| 5Y | -27.3% | +21.1% | -48.4% | -37.8% |
| All | +1,049.8% | +121.8% | +928.0% | +559.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling