+75.6%
MMM vs SSNC
+184.6%
-109.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.5% | -1.4% |
| 7D | -0.8% | +2.3% | -3.1% | -1.7% |
| 30D | +11.7% | -3.1% | +14.8% | +12.9% |
| 3M | +1.0% | -2.7% | +3.7% | +1.8% |
| 6M | +26.0% | +23.7% | +2.4% | +14.9% |
| YTD | +16.3% | -8.0% | +24.4% | +18.6% |
| 1Y | +9.6% | -4.7% | +14.3% | +10.0% |
| 3Y | +157.3% | +58.0% | +99.3% | +112.8% |
| 5Y | +42.5% | +8.0% | +34.5% | +32.7% |
| All | +75.6% | +184.6% | -109.0% | +26.4% |
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