+181.3%
MCD vs AMP
+570.9%
-389.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | -0.1% | -0.7% |
| 7D | -2.9% | 0.0% | -2.9% | -2.9% |
| 30D | -6.7% | -1.0% | -5.7% | -6.5% |
| 3M | -9.6% | +23.2% | -32.8% | -14.8% |
| 6M | -22.3% | +20.4% | -42.7% | -26.5% |
| YTD | -15.4% | +13.6% | -29.1% | -19.1% |
| 1Y | -16.8% | +13.4% | -30.2% | -20.5% |
| 3Y | -2.4% | +66.5% | -68.9% | -19.1% |
| 5Y | +19.4% | +120.2% | -100.9% | -11.9% |
| 10Y | +181.3% | +576.5% | -395.2% | +46.1% |
| All | +181.3% | +570.9% | -389.6% | +46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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