+2,128.6%
MCK vs AMP
+2,112.0%
+16.6%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.7% | -0.1% |
| 7D | -2.9% | -0.5% | -2.4% | -2.8% |
| 30D | +0.4% | -1.3% | +1.7% | +0.8% |
| 3M | +12.1% | +24.2% | -12.1% | +5.2% |
| 6M | -5.4% | +24.6% | -30.0% | -11.6% |
| YTD | +7.8% | +14.8% | -7.0% | +2.8% |
| 1Y | +22.9% | +12.8% | +10.2% | +17.5% |
| 3Y | +110.7% | +69.0% | +41.8% | +74.5% |
| 5Y | +346.2% | +124.9% | +221.3% | +230.4% |
| 10Y | +440.1% | +583.5% | -143.4% | +173.8% |
| All | +2,128.6% | +2,112.0% | +16.6% | +629.6% |
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