+79.6%
MMM vs SSNC
+174.0%
-94.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | -0.1% |
| 7D | +7.0% | -2.5% | +9.5% | +8.0% |
| 30D | +18.4% | -2.7% | +21.1% | +19.5% |
| 3M | +4.5% | -0.8% | +5.3% | +4.5% |
| 6M | +33.4% | +15.5% | +17.9% | +24.9% |
| YTD | +20.0% | -8.8% | +28.8% | +22.7% |
| 1Y | +15.0% | -5.8% | +20.8% | +16.0% |
| 3Y | +165.0% | +55.7% | +109.3% | +120.4% |
| 5Y | +47.9% | +6.7% | +41.2% | +38.4% |
| 10Y | +79.6% | +184.0% | -104.4% | +29.5% |
| All | +79.6% | +174.0% | -94.4% | +29.5% |
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