-15.4%
MLM vs SSNC
-5.7%
-9.6%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | -2.0% | +1.4% | -3.3% | -2.3% |
| 30D | +9.5% | -2.6% | +12.1% | +10.2% |
| 3M | -4.7% | -0.6% | -4.1% | -4.6% |
| 6M | -10.7% | +19.9% | -30.6% | -13.2% |
| YTD | -16.6% | -8.2% | -8.4% | -16.6% |
| 1Y | -15.4% | -5.5% | -9.8% | -16.9% |
| All | -15.4% | -5.7% | -9.6% | -16.9% |
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