+207.5%
MDT vs SSNC
+1,037.0%
-829.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.8% | +1.9% | -0.6% |
| 7D | +0.4% | -1.8% | +2.2% | +1.0% |
| 30D | +6.0% | +1.9% | +4.1% | +5.3% |
| 3M | +15.5% | +18.4% | -2.9% | +8.7% |
| 6M | +3.4% | +7.0% | -3.6% | +0.5% |
| YTD | -2.2% | -6.9% | +4.8% | -0.6% |
| 1Y | +2.6% | -8.2% | +10.7% | +4.5% |
| 3Y | +27.5% | +50.5% | -23.0% | +7.9% |
| 5Y | -20.1% | +17.4% | -37.4% | -27.2% |
| 10Y | +39.1% | +164.9% | -125.9% | -4.9% |
| All | +207.5% | +1,037.0% | -829.5% | +30.7% |
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 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