+633.8%
MLM vs SSNC
+1,082.2%
-448.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.7% |
| 7D | -2.9% | +0.6% | -3.5% | -3.2% |
| 30D | -6.8% | +6.0% | -12.9% | -9.3% |
| 3M | -11.2% | +21.0% | -32.2% | -18.9% |
| 6M | -21.8% | +12.1% | -33.9% | -26.4% |
| YTD | -17.0% | -3.2% | -13.7% | -17.0% |
| 1Y | -16.4% | -4.4% | -12.0% | -16.0% |
| 3Y | +14.5% | +51.6% | -37.1% | -8.2% |
| 5Y | +41.7% | +21.1% | +20.7% | +25.3% |
| 10Y | +200.0% | +177.7% | +22.4% | +79.3% |
| All | +633.8% | +1,082.2% | -448.4% | +131.3% |
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 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