+127.0%
MP vs SSNC
+54.4%
+72.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.8% | +5.7% | +5.2% |
| 7D | -10.5% | -3.3% | -7.2% | -9.6% |
| 30D | -23.5% | -1.3% | -22.3% | -23.5% |
| 3M | -25.4% | -2.3% | -23.1% | -25.3% |
| 6M | -51.3% | +12.6% | -63.9% | -54.0% |
| YTD | -29.9% | -10.1% | -19.8% | -24.8% |
| 1Y | -31.8% | -6.6% | -25.3% | -28.9% |
| 3Y | +127.0% | +54.0% | +73.0% | +7.2% |
| All | +127.0% | +54.4% | +72.6% | +7.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling