-9.1%
MDB vs AMP
+64.9%
-74.1%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.5% | +1.2% |
| 7D | -4.5% | 0.0% | -4.5% | -4.5% |
| 30D | -14.0% | -1.0% | -13.0% | -13.5% |
| 3M | +5.3% | +23.2% | -17.9% | -7.4% |
| 6M | +31.9% | +20.4% | +11.5% | +17.1% |
| YTD | -14.6% | +13.6% | -28.3% | -22.1% |
| 1Y | +8.2% | +13.4% | -5.1% | -1.5% |
| All | -9.1% | +64.9% | -74.1% | -36.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling