+27.4%
MKC vs SSNC
+173.6%
-146.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | +0.1% |
| 7D | -1.5% | -4.0% | +2.6% | -0.6% |
| 30D | -3.1% | +0.5% | -3.6% | -3.2% |
| 3M | +5.2% | +18.9% | -13.7% | +1.3% |
| 6M | -12.8% | +10.8% | -23.7% | -15.0% |
| YTD | -23.3% | -7.1% | -16.1% | -22.6% |
| 1Y | -24.1% | -9.6% | -14.5% | -23.1% |
| 3Y | -32.1% | +51.1% | -83.2% | -38.5% |
| 5Y | -32.8% | +19.7% | -52.5% | -37.2% |
| All | +27.4% | +173.6% | -146.2% | +2.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling