+87.9%
MDLZ vs SSNC
+162.7%
-74.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +1.6% |
| 7D | 0.0% | -3.9% | +3.8% | +0.9% |
| 30D | +1.4% | -0.2% | +1.6% | +1.4% |
| 3M | 0.0% | +15.9% | -15.9% | -3.8% |
| 6M | +9.1% | +7.5% | +1.7% | +6.7% |
| YTD | +17.9% | -8.2% | +26.2% | +19.6% |
| 1Y | +3.2% | -9.3% | +12.6% | +4.9% |
| 3Y | -2.5% | +48.5% | -50.9% | -14.0% |
| 5Y | +17.6% | +16.0% | +1.6% | +9.0% |
| 10Y | +87.9% | +169.2% | -81.2% | +42.9% |
| All | +87.9% | +162.7% | -74.7% | +42.9% |
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