+484.5%
MDY vs SSNC
+1,037.0%
-552.5%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.8% | +3.2% | +1.0% |
| 7D | +1.0% | -1.8% | +2.8% | +1.8% |
| 30D | -3.1% | +1.9% | -5.0% | -4.0% |
| 3M | +1.8% | +18.4% | -16.6% | -6.2% |
| 6M | +10.8% | +7.0% | +3.8% | +6.3% |
| YTD | +14.4% | -6.9% | +21.4% | +16.2% |
| 1Y | +15.2% | -8.2% | +23.4% | +17.4% |
| 3Y | +51.2% | +50.5% | +0.7% | +22.8% |
| 5Y | +47.2% | +17.4% | +29.9% | +32.2% |
| 10Y | +171.1% | +164.9% | +6.2% | +70.8% |
| All | +484.5% | +1,037.0% | -552.5% | +96.6% |
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 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