-33.1%
MKC vs SSNC
+14.9%
-48.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | -2.8% | -6.7% | +3.9% | -1.2% |
| 30D | -3.4% | -0.8% | -2.6% | -3.2% |
| 3M | +3.8% | +16.1% | -12.3% | 0.0% |
| 6M | -17.9% | +7.9% | -25.9% | -19.6% |
| YTD | -23.6% | -8.7% | -14.9% | -22.3% |
| 1Y | -23.1% | -9.5% | -13.6% | -21.6% |
| 3Y | -31.5% | +47.7% | -79.2% | -39.0% |
| 5Y | -33.1% | +17.6% | -50.7% | -40.6% |
| All | -33.1% | +14.9% | -48.0% | -40.6% |
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