-18.3%
MDT vs SSNC
+14.9%
-33.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | -1.6% | -6.7% | +5.2% | +0.9% |
| 30D | +1.0% | -0.8% | +1.8% | +1.3% |
| 3M | +15.2% | +16.1% | -0.9% | +8.9% |
| 6M | +3.7% | +7.9% | -4.3% | +0.3% |
| YTD | -3.0% | -8.7% | +5.7% | -0.5% |
| 1Y | +2.5% | -9.5% | +12.0% | +5.3% |
| 3Y | +26.5% | +47.7% | -21.2% | +4.7% |
| 5Y | -18.3% | +17.6% | -35.9% | -28.6% |
| All | -18.3% | +14.9% | -33.2% | -28.6% |
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