-3.7%
MDLZ vs SSNC
+51.8%
-55.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.8% | +4.4% | +1.3% |
| 7D | 0.0% | -1.8% | +1.8% | +0.3% |
| 30D | -1.6% | +1.9% | -3.5% | -1.9% |
| 3M | +0.9% | +18.4% | -17.5% | -2.4% |
| 6M | +7.3% | +7.0% | +0.4% | +5.6% |
| YTD | +16.4% | -6.9% | +23.4% | +17.6% |
| 1Y | +3.0% | -8.2% | +11.1% | +4.2% |
| 3Y | -3.7% | +50.5% | -54.3% | -16.7% |
| All | -3.7% | +51.8% | -55.5% | -16.7% |
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