-25.0%
MDB vs AMP
+122.6%
-147.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.7% | -2.8% | -2.9% |
| 7D | -18.0% | +2.6% | -20.6% | -19.8% |
| 30D | -10.7% | +0.8% | -11.6% | -11.4% |
| 3M | +1.0% | +24.3% | -23.3% | -16.0% |
| 6M | +31.6% | +20.6% | +11.1% | +11.4% |
| YTD | -15.2% | +14.6% | -29.8% | -25.8% |
| 1Y | +10.1% | +14.5% | -4.4% | -4.3% |
| 3Y | -5.6% | +67.9% | -73.6% | -45.6% |
| All | -25.0% | +122.6% | -147.6% | -66.7% |
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 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