+2,968.0%
MPC vs SSNC
+819.5%
+2,148.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -0.8% |
| 7D | -16.2% | -3.3% | -12.9% | -14.7% |
| 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% | +41.3% |
| YTD | +131.9% | -10.1% | +142.0% | +138.4% |
| 1Y | +96.6% | -6.6% | +103.2% | +97.7% |
| 3Y | +163.8% | +54.0% | +109.8% | +97.3% |
| 5Y | +533.1% | +7.0% | +526.2% | +465.1% |
| 10Y | +1,118.6% | +176.7% | +941.9% | +558.1% |
| All | +2,968.0% | +819.5% | +2,148.5% | +674.5% |
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