+1,065.8%
MDB vs AMP
+333.6%
+732.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.3% | +4.0% | +4.2% |
| 7D | -2.8% | -2.0% | -0.7% | -1.7% |
| 30D | -14.9% | -1.7% | -13.2% | -14.2% |
| 3M | +7.3% | +23.2% | -15.9% | -4.2% |
| 6M | +38.2% | +22.2% | +16.0% | +23.4% |
| YTD | -10.9% | +14.0% | -24.9% | -17.7% |
| 1Y | +11.6% | +14.0% | -2.4% | +2.8% |
| 3Y | -0.9% | +67.0% | -67.9% | -25.6% |
| 5Y | -23.5% | +123.2% | -146.7% | -48.9% |
| All | +1,065.8% | +333.6% | +732.2% | +421.4% |
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