+2,581.4%
MULL vs SSNC
+9.1%
+2,572.3%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.4% | +6.8% | +5.4% |
| 7D | +14.8% | -3.9% | +18.7% | +14.8% |
| 30D | +36.6% | -0.2% | +36.7% | +36.5% |
| 3M | -8.9% | +15.9% | -24.8% | -11.0% |
| 6M | +311.9% | +7.5% | +304.5% | +326.7% |
| YTD | +579.8% | -8.2% | +588.1% | +755.9% |
| 1Y | +2,421.5% | -9.3% | +2,430.9% | +3,137.1% |
| All | +2,581.4% | +9.1% | +2,572.3% | +2,856.1% |
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