-13.9%
MLM vs SSNC
-5.1%
-8.8%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -0.8% |
| 7D | -2.9% | -2.5% | -0.3% | -2.3% |
| 30D | +10.4% | -2.7% | +13.2% | +11.2% |
| 3M | -3.7% | -0.8% | -2.9% | -3.5% |
| 6M | -10.3% | +15.5% | -25.8% | -12.3% |
| YTD | -14.8% | -8.8% | -6.0% | -14.8% |
| 1Y | -13.9% | -5.8% | -8.1% | -15.6% |
| All | -13.9% | -5.1% | -8.8% | -15.6% |
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