+143.4%
MLM vs SSNC
+174.0%
-30.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -1.1% |
| 7D | -2.9% | -2.5% | -0.3% | -1.6% |
| 30D | +10.4% | -2.7% | +13.2% | +11.8% |
| 3M | -3.7% | -0.8% | -2.9% | -3.6% |
| 6M | -10.3% | +15.5% | -25.8% | -17.2% |
| YTD | -14.8% | -8.8% | -6.0% | -12.4% |
| 1Y | -13.9% | -5.8% | -8.1% | -12.9% |
| 3Y | +18.4% | +55.7% | -37.3% | -9.5% |
| 5Y | +31.8% | +6.7% | +25.1% | +21.2% |
| 10Y | +143.4% | +184.0% | -40.6% | +48.2% |
| All | +143.4% | +174.0% | -30.6% | +48.2% |
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