+2.7%
MDT vs SSNC
+7.5%
-4.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.8% |
| 7D | +1.0% | +2.3% | -1.3% | +0.2% |
| 30D | +9.2% | -3.1% | +12.3% | +10.3% |
| 3M | +14.5% | -2.7% | +17.2% | +15.4% |
| 6M | +37.3% | +23.7% | +13.6% | +26.5% |
| YTD | +9.8% | -8.0% | +17.9% | +12.2% |
| 1Y | +10.5% | -4.7% | +15.2% | +11.3% |
| 3Y | +57.4% | +58.0% | -0.6% | +26.1% |
| All | +2.7% | +7.5% | -4.9% | -4.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling