+959.5%
MDB vs AMP
+303.6%
+655.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +1.1% |
| 7D | +11.6% | +1.2% | +10.4% | +10.9% |
| 30D | -8.9% | +4.4% | -13.4% | -11.2% |
| 3M | -22.4% | -8.8% | -13.6% | -19.2% |
| 6M | +10.1% | +9.9% | +0.1% | +3.6% |
| YTD | -19.0% | +6.1% | -25.1% | -22.9% |
| 1Y | -7.0% | +10.6% | -17.6% | -13.4% |
| 3Y | -9.8% | +58.8% | -68.6% | -30.9% |
| 5Y | -40.1% | +79.0% | -119.0% | -56.3% |
| All | +959.5% | +303.6% | +655.9% | +388.6% |
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