+19.3%
MLM vs SSNC
+54.4%
-35.1%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.1% | -1.6% |
| 7D | -4.1% | -3.3% | -0.8% | -2.9% |
| 30D | +8.2% | -1.3% | +9.4% | +8.6% |
| 3M | -3.6% | -2.3% | -1.3% | -3.0% |
| 6M | -15.6% | +12.6% | -28.2% | -19.3% |
| YTD | -16.4% | -10.1% | -6.3% | -13.1% |
| 1Y | -14.3% | -6.6% | -7.8% | -12.6% |
| 3Y | +19.3% | +54.0% | -34.7% | -1.5% |
| All | +19.3% | +54.4% | -35.1% | -1.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling