+1,278.6%
MCD vs AMP
+2,123.7%
-845.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.3% |
| 7D | -2.8% | +0.2% | -3.0% | -2.9% |
| 30D | -6.0% | -0.1% | -5.9% | -6.0% |
| 3M | -5.6% | +23.6% | -29.1% | -10.1% |
| 6M | -21.9% | +20.4% | -42.2% | -25.3% |
| YTD | -14.7% | +15.4% | -30.1% | -18.0% |
| 1Y | -17.3% | +11.0% | -28.2% | -19.8% |
| 3Y | -2.2% | +70.5% | -72.6% | -15.5% |
| 5Y | +20.3% | +121.4% | -101.1% | -3.8% |
| 10Y | +180.7% | +575.6% | -394.9% | +66.7% |
| All | +1,278.6% | +2,123.7% | -845.2% | +448.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling