+638.7%
MLM vs SSNC
+998.3%
-359.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.1% | -1.5% |
| 7D | -4.1% | -3.3% | -0.8% | -2.6% |
| 30D | +8.2% | -1.3% | +9.4% | +8.7% |
| 3M | -3.6% | -2.3% | -1.3% | -2.8% |
| 6M | -15.6% | +12.6% | -28.2% | -20.6% |
| YTD | -16.4% | -10.1% | -6.3% | -13.8% |
| 1Y | -14.3% | -6.6% | -7.8% | -13.2% |
| 3Y | +19.3% | +54.0% | -34.7% | -5.2% |
| 5Y | +29.6% | +7.0% | +22.6% | +20.8% |
| 10Y | +189.9% | +176.7% | +13.2% | +74.1% |
| All | +638.7% | +998.3% | -359.6% | +140.2% |
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