+20.4%
MCD vs AMP
+122.1%
-101.6%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.2% |
| 7D | -2.0% | +2.6% | -4.6% | -2.5% |
| 30D | -6.1% | +0.8% | -7.0% | -6.3% |
| 3M | -7.3% | +24.3% | -31.5% | -10.9% |
| 6M | -20.9% | +20.6% | -41.5% | -23.7% |
| YTD | -14.7% | +14.6% | -29.3% | -17.1% |
| 1Y | -16.1% | +14.5% | -30.7% | -18.6% |
| 3Y | -1.5% | +67.9% | -69.4% | -14.9% |
| 5Y | +20.4% | +122.5% | -102.1% | -6.5% |
| All | +20.4% | +122.1% | -101.6% | -6.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling