+392.2%
MDLZ vs SSNC
+1,022.7%
-630.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.5% | +0.1% |
| 7D | -1.0% | -0.2% | -0.8% | -1.0% |
| 30D | +7.9% | -1.9% | +9.9% | +8.4% |
| 3M | +8.9% | -0.2% | +9.1% | +8.8% |
| 6M | +10.5% | +19.4% | -8.9% | +5.5% |
| YTD | +27.1% | -8.1% | +35.2% | +28.7% |
| 1Y | +20.9% | -5.3% | +26.2% | +21.4% |
| 3Y | +5.5% | +56.9% | -51.4% | -7.4% |
| 5Y | +22.2% | +8.0% | +14.2% | +16.0% |
| 10Y | +106.1% | +183.6% | -77.5% | +49.6% |
| All | +392.2% | +1,022.7% | -630.5% | +173.0% |
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