+2,802.6%
MULL vs SSNC
-3.0%
+2,805.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | -1.2% | +13.0% | +10.4% |
| 7D | +17.3% | +0.6% | +16.7% | +18.2% |
| 30D | +23.5% | +6.0% | +17.5% | +32.9% |
| 3M | -24.0% | +21.0% | -45.0% | +6.2% |
| 6M | +276.7% | +12.1% | +264.7% | +443.2% |
| YTD | +565.1% | -3.2% | +568.3% | +901.5% |
| 1Y | +2,802.6% | -4.4% | +2,807.0% | +5,152.0% |
| All | +2,802.6% | -3.0% | +2,805.6% | +5,152.0% |
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