none
Self referencing cube for side by side comparison RRS feed

  • Question

  • A portfolio and a benchmark have the same structure.  Every portfolio has a related benchmark to which it is compared.  Many securities are shared between the portfolio and the benchmark.  When you look at the portfolio from various dimension combinations the user wants to see what the corresponding benchmark looks like from the exact same dimensions.

     

    My DimPortfolioBenchmark table is linked to my FactPosition table.  A portfolio is compared to a benchmark so each portfolio has a PortfolioBenchmark key indicating the benchmark it is compared to.  When I pull up a measure for the portfolio I want to see the corresponding measure for the benchmark (or at least for certain selected ones).  I was trying to do this in a calculated field.  What would be the best way to do this?  Is this the right structure?

     

    What would the MDX for the calculated field look like?

    Monday, July 24, 2006 9:14 PM

Answers

  • How about creating a cube with two measture groups. Simply place these measures on rows righ next to each other and see if this works for you.

    Edward.
    --
    This posting is provided "AS IS" with no warranties, and confers no rights.

    Tuesday, July 25, 2006 12:59 AM

All replies

  • How about creating a cube with two measture groups. Simply place these measures on rows righ next to each other and see if this works for you.

    Edward.
    --
    This posting is provided "AS IS" with no warranties, and confers no rights.

    Tuesday, July 25, 2006 12:59 AM
  • The problem with this is that there are securities in the benchmark that may not exist in the portfolio and securities in the portfolio that may not exist in the benchmark.  A portfolio looks exactly like a benchmark in that it has positions (a certain market value of a given security) but that does not mean it has all the same positions.

    The comparison is akin to the DimDate dimension and ParallelPeriod.  This is really a parallel dimension based on the portfolio rather then the date.

    Tuesday, July 25, 2006 11:39 AM