+54.7%
MMM vs SSNC
+162.7%
-107.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -1.3% |
| 7D | -2.6% | -3.9% | +1.3% | -1.1% |
| 30D | -9.3% | -0.2% | -9.1% | -9.3% |
| 3M | +5.6% | +15.9% | -10.3% | -0.9% |
| 6M | +9.5% | +7.5% | +2.0% | +5.6% |
| YTD | +4.1% | -8.2% | +12.4% | +6.4% |
| 1Y | +9.4% | -9.3% | +18.7% | +12.2% |
| 3Y | +101.0% | +48.5% | +52.5% | +70.7% |
| 5Y | +26.1% | +16.0% | +10.1% | +15.0% |
| 10Y | +54.7% | +169.2% | -114.4% | +11.6% |
| All | +54.7% | +162.7% | -107.9% | +11.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling