-16.4%
MLM vs SSNC
-3.0%
-13.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.4% |
| 7D | -2.9% | +0.6% | -3.5% | -3.1% |
| 30D | -6.8% | +6.0% | -12.9% | -8.0% |
| 3M | -11.2% | +21.0% | -32.2% | -14.6% |
| 6M | -21.8% | +12.1% | -33.9% | -23.9% |
| YTD | -17.0% | -3.2% | -13.7% | -16.6% |
| 1Y | -16.4% | -4.4% | -12.0% | -13.6% |
| All | -16.4% | -3.0% | -13.4% | -13.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling