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Column A represents the Daily from Monthly method described in Calculate Monthly Returns from Daily Returns. Columns B and C use the Modified Dietz calculation described in Calculate Monthly Returns with Modified Dietz fields. Column D represents the Multiperiod Performance Calculator method described in Use the MPC to Calculate Monthly Returns.
Performance Returns Report (PerfCalc) | Monthly Using Multiperiod Performance Calculator (not recommended) | |||||
|---|---|---|---|---|---|---|
A. Monthly from Daily with Field Rule Override and Source Rule Override | D. Monthly from Daily | C. Monthly using Modified Dietz and Significant Cash Flow Processing | D. Monthly from Daily | |||
I want to calculate | ||||||
Daily and monthly returns | Recommended | N/A | N/A | Not Recommended | ||
Monthly returns only and do not have daily valuations | N/A | Recommended | N/A | N/A | ||
Monthly returns only and have valuations on large cash flow dates | N/A | N/A | Recommended | N/A | ||
Down to the | ||||||
Rollup levels only | Recommended | Recommended | Recommended | Not recommended | ||
Security level | Recommended | Recommended | Recommended | N/A | ||
With As Of Processing | ||||||
Monthly record automatically updated when holdings change | N/A | Recommended with Process Manager | Recommended with Process Manager | N/A | ||
Monthly record automatically updated when performance changes | Recommended with Process Manager | N/A | N/A | Not recommended | ||
Using the field | ||||||
Monthly calculation field type | Month-to-Date Performance Link Analysis | Modified Dietz | Modified Dietz | Derived Frequency Multiperiod Performance Calculation (MPC) field |