+1,049.8%
MDB vs AMP
+339.1%
+710.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.8% | -3.3% | -3.7% |
| 7D | -17.4% | +0.2% | -17.7% | -17.6% |
| 30D | -2.0% | -0.1% | -1.9% | -2.1% |
| 3M | -3.0% | +23.6% | -26.6% | -13.6% |
| 6M | +48.7% | +20.4% | +28.3% | +33.8% |
| YTD | -12.1% | +15.4% | -27.6% | -19.4% |
| 1Y | +14.5% | +11.0% | +3.5% | +6.8% |
| 3Y | -6.1% | +70.5% | -76.6% | -30.3% |
| 5Y | -27.3% | +121.4% | -148.7% | -51.4% |
| All | +1,049.8% | +339.1% | +710.7% | +410.8% |
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