+2,302.1%
MULL vs SSNC
+10.3%
+2,291.8%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.2% |
| 7D | -8.4% | -4.0% | -4.4% | -8.4% |
| 30D | +9.7% | +0.5% | +9.2% | +9.6% |
| 3M | -26.8% | +18.9% | -45.7% | -29.3% |
| 6M | +220.7% | +10.8% | +209.9% | +224.9% |
| YTD | +509.0% | -7.1% | +516.2% | +666.7% |
| 1Y | +1,739.5% | -9.6% | +1,749.1% | +2,325.5% |
| All | +2,302.1% | +10.3% | +2,291.8% | +2,548.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling