+390.3%
MDLZ vs SSNC
+1,000.8%
-610.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | +0.1% | -4.5% | +4.6% | +1.2% |
| 30D | +10.0% | -3.9% | +13.9% | +11.0% |
| 3M | +7.1% | -1.3% | +8.4% | +7.3% |
| 6M | +9.8% | +14.1% | -4.3% | +6.0% |
| YTD | +26.6% | -9.9% | +36.5% | +28.8% |
| 1Y | +20.3% | -6.2% | +26.5% | +21.1% |
| 3Y | +5.4% | +56.1% | -50.7% | -7.4% |
| 5Y | +22.2% | +5.4% | +16.8% | +16.7% |
| 10Y | +92.2% | +172.3% | -80.1% | +40.9% |
| All | +390.3% | +1,000.8% | -610.5% | +173.2% |
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