+46.1%
MDY vs SSNC
+14.9%
+31.2%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.7% |
| 7D | -2.5% | -6.7% | +4.2% | +0.9% |
| 30D | -5.0% | -0.8% | -4.2% | -4.8% |
| 3M | +0.5% | +16.1% | -15.6% | -7.7% |
| 6M | +8.0% | +7.9% | +0.1% | +2.8% |
| YTD | +12.2% | -8.7% | +20.9% | +16.7% |
| 1Y | +14.0% | -9.5% | +23.5% | +18.9% |
| 3Y | +48.2% | +47.7% | +0.5% | +12.9% |
| 5Y | +46.1% | +17.6% | +28.4% | +25.4% |
| All | +46.1% | +14.9% | +31.2% | +25.4% |
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