+26.5%
MLM vs SSNC
+7.5%
+19.0%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | -0.9% | +2.3% | -3.2% | -2.0% |
| 30D | +9.0% | -3.1% | +12.1% | +10.6% |
| 3M | -5.6% | -2.7% | -2.8% | -4.6% |
| 6M | -10.7% | +23.7% | -34.4% | -20.7% |
| YTD | -17.2% | -8.0% | -9.1% | -14.4% |
| 1Y | -14.2% | -4.7% | -9.5% | -13.3% |
| 3Y | +15.6% | +58.0% | -42.4% | -17.7% |
| All | +26.5% | +7.5% | +19.0% | +19.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling