+445.3%
MP vs SSNC
+55.4%
+389.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +2.2% |
| 7D | -2.9% | +0.6% | -3.5% | -3.3% |
| 30D | +13.8% | +6.0% | +7.8% | +9.2% |
| 3M | -16.7% | +21.0% | -37.7% | -28.9% |
| 6M | -11.5% | +12.1% | -23.6% | -20.4% |
| YTD | +7.9% | -3.2% | +11.2% | +8.1% |
| 1Y | -15.0% | -4.4% | -10.7% | -14.6% |
| 3Y | +153.5% | +51.6% | +101.9% | +62.0% |
| 5Y | +58.7% | +21.1% | +37.6% | +22.9% |
| All | +445.3% | +55.4% | +389.9% | +262.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling