+2,330.7%
MULL vs SSNC
+8.5%
+2,322.2%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.5% | -8.8% | -9.3% |
| 7D | +3.6% | -6.7% | +10.4% | +3.7% |
| 30D | +22.0% | -0.8% | +22.8% | +21.9% |
| 3M | -8.6% | +16.1% | -24.7% | -11.3% |
| 6M | +248.5% | +7.9% | +240.6% | +256.9% |
| YTD | +516.3% | -8.7% | +525.0% | +675.9% |
| 1Y | +2,036.6% | -9.5% | +2,046.1% | +2,624.6% |
| All | +2,330.7% | +8.5% | +2,322.2% | +2,580.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling