+153.5%
MLM vs SSNC
+177.4%
-23.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.2% | +2.2% | +2.4% |
| 7D | -3.8% | -4.5% | +0.6% | -1.6% |
| 30D | +11.0% | -3.9% | +14.9% | +13.0% |
| 3M | -3.1% | -1.3% | -1.7% | -2.7% |
| 6M | -9.8% | +14.1% | -23.9% | -16.3% |
| YTD | -14.4% | -9.9% | -4.5% | -11.4% |
| 1Y | -12.6% | -6.2% | -6.3% | -11.4% |
| 3Y | +19.7% | +56.1% | -36.3% | -8.5% |
| 5Y | +29.8% | +5.4% | +24.4% | +20.1% |
| 10Y | +153.5% | +172.3% | -18.8% | +59.5% |
| All | +153.5% | +177.4% | -23.9% | +59.5% |
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 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