+102.0%
MDLZ vs SSNC
+174.0%
-72.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | -0.1% |
| 7D | +2.2% | -2.5% | +4.7% | +2.8% |
| 30D | +10.1% | -2.7% | +12.9% | +10.9% |
| 3M | +9.1% | -0.8% | +9.9% | +9.2% |
| 6M | +10.0% | +15.5% | -5.5% | +5.7% |
| YTD | +26.8% | -8.8% | +35.7% | +28.7% |
| 1Y | +22.5% | -5.8% | +28.3% | +23.2% |
| 3Y | +5.3% | +55.7% | -50.4% | -8.2% |
| 5Y | +21.4% | +6.7% | +14.8% | +15.2% |
| 10Y | +102.0% | +184.0% | -82.0% | +63.1% |
| All | +102.0% | +174.0% | -72.0% | +63.1% |
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