+27.0%
MMM vs SSNC
+18.8%
+8.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.8% | +3.2% | +1.2% |
| 7D | -1.6% | -1.8% | +0.2% | -0.8% |
| 30D | -8.0% | +1.9% | -9.9% | -9.0% |
| 3M | +9.4% | +18.4% | -9.0% | +0.1% |
| 6M | +10.2% | +7.0% | +3.3% | +5.9% |
| YTD | +6.1% | -6.9% | +13.0% | +9.2% |
| 1Y | +10.8% | -8.2% | +19.0% | +14.6% |
| 3Y | +104.8% | +50.5% | +54.3% | +62.6% |
| 5Y | +27.0% | +17.4% | +9.6% | +8.0% |
| All | +27.0% | +18.8% | +8.3% | +8.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling