+37.0%
MDT vs SSNC
+173.6%
-136.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -1.4% |
| 7D | -3.4% | -4.0% | +0.6% | -1.8% |
| 30D | +0.2% | +0.5% | -0.3% | -0.1% |
| 3M | +14.3% | +18.9% | -4.7% | +6.2% |
| 6M | +4.0% | +10.8% | -6.8% | -0.8% |
| YTD | -3.7% | -7.1% | +3.5% | -1.8% |
| 1Y | -0.4% | -9.6% | +9.3% | +2.5% |
| 3Y | +23.3% | +51.1% | -27.7% | +0.6% |
| 5Y | -18.9% | +19.7% | -38.5% | -28.2% |
| All | +37.0% | +173.6% | -136.6% | -11.7% |
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 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