+5.4%
MDLZ vs SSNC
+54.1%
-48.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | +0.1% | -4.5% | +4.6% | +1.0% |
| 30D | +10.0% | -3.9% | +13.9% | +10.8% |
| 3M | +7.1% | -1.3% | +8.4% | +7.3% |
| 6M | +9.8% | +14.1% | -4.3% | +7.1% |
| YTD | +26.6% | -9.9% | +36.5% | +28.6% |
| 1Y | +20.3% | -6.2% | +26.5% | +21.0% |
| 3Y | +5.4% | +56.1% | -50.7% | -6.3% |
| All | +5.4% | +54.1% | -48.7% | -6.3% |
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