+279.0%
MKC vs SSNC
+1,037.0%
-758.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.8% | +3.5% | +0.4% |
| 7D | -4.3% | -1.8% | -2.6% | -4.0% |
| 30D | -2.0% | +1.9% | -3.9% | -2.4% |
| 3M | +10.0% | +18.4% | -8.4% | +6.1% |
| 6M | -18.5% | +7.0% | -25.5% | -19.9% |
| YTD | -22.4% | -6.9% | -15.5% | -21.8% |
| 1Y | -23.6% | -8.2% | -15.5% | -22.9% |
| 3Y | -30.4% | +50.5% | -81.0% | -36.9% |
| 5Y | -34.2% | +17.4% | -51.6% | -38.0% |
| 10Y | +26.8% | +164.9% | -138.1% | -1.7% |
| All | +279.0% | +1,037.0% | -758.0% | +110.5% |
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