+180.6%
MPC vs SSNC
+52.6%
+128.1%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.5% |
| 7D | +5.4% | +0.6% | +4.8% | +5.3% |
| 30D | +31.0% | +6.0% | +24.9% | +29.4% |
| 3M | +46.0% | +21.0% | +25.1% | +40.2% |
| 6M | +77.3% | +12.1% | +65.2% | +73.5% |
| YTD | +141.9% | -3.2% | +145.1% | +147.0% |
| 1Y | +120.9% | -4.4% | +125.3% | +126.4% |
| All | +180.6% | +52.6% | +128.1% | +153.7% |
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