+380.2%
MTB vs SSNC
+1,037.0%
-656.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.8% | +3.2% | +1.1% |
| 7D | +2.8% | -1.8% | +4.5% | +3.5% |
| 30D | -4.2% | +1.9% | -6.1% | -5.1% |
| 3M | +7.8% | +18.4% | -10.6% | -0.4% |
| 6M | +14.8% | +7.0% | +7.9% | +10.6% |
| YTD | +20.8% | -6.9% | +27.7% | +22.9% |
| 1Y | +23.1% | -8.2% | +31.3% | +25.8% |
| 3Y | +114.8% | +50.5% | +64.3% | +77.5% |
| 5Y | +103.3% | +17.4% | +85.9% | +84.6% |
| 10Y | +173.0% | +164.9% | +8.0% | +81.1% |
| All | +380.2% | +1,037.0% | -656.7% | +91.6% |
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