+1,053.2%
MPC vs SSNC
+176.8%
+876.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -0.8% |
| 7D | -16.2% | -3.3% | -12.9% | -14.6% |
| 30D | -15.7% | -1.3% | -14.5% | -15.4% |
| 3M | +24.9% | -2.3% | +27.2% | +25.9% |
| 6M | +52.7% | +12.6% | +40.0% | +40.7% |
| YTD | +131.9% | -10.1% | +142.0% | +139.3% |
| 1Y | +96.6% | -6.6% | +103.2% | +98.0% |
| 3Y | +163.8% | +54.0% | +109.8% | +91.5% |
| 5Y | +533.1% | +7.0% | +526.2% | +461.6% |
| All | +1,053.2% | +176.8% | +876.4% | +624.8% |
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