+475.1%
MULL vs SSNC
-3.9%
+479.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -1.6% | -12.1% | -15.8% |
| 7D | -35.9% | -1.1% | -34.8% | -36.9% |
| 30D | -47.3% | +0.6% | -48.0% | -46.1% |
| 3M | -30.6% | -1.5% | -29.1% | -30.4% |
| 6M | +13.7% | +15.8% | -2.1% | +60.6% |
| YTD | +272.1% | -8.0% | +280.1% | +455.9% |
| 1Y | +475.1% | -5.8% | +480.9% | +739.9% |
| All | +475.1% | -3.9% | +479.0% | +739.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling