+652.5%
MLM vs SSNC
+1,006.7%
-354.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.6% | -3.6% | -4.5% |
| 7D | -1.2% | -2.8% | +1.6% | +0.1% |
| 30D | +7.9% | +0.4% | +7.5% | +7.6% |
| 3M | -4.5% | -0.7% | -3.7% | -4.4% |
| 6M | -12.6% | +13.9% | -26.5% | -18.3% |
| YTD | -14.9% | -9.4% | -5.5% | -12.5% |
| 1Y | -13.1% | -7.4% | -5.7% | -11.6% |
| 3Y | +21.2% | +55.7% | -34.4% | -4.1% |
| 5Y | +32.0% | +7.8% | +24.2% | +22.6% |
| 10Y | +195.3% | +178.8% | +16.5% | +76.8% |
| All | +652.5% | +1,006.7% | -354.3% | +143.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling