-17.0%
MDLN vs AMP
+14.3%
-31.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -1.0% | -1.6% |
| 7D | -6.2% | 0.0% | -6.2% | -6.2% |
| 30D | +0.7% | -1.0% | +1.7% | +1.0% |
| 3M | -5.4% | +23.2% | -28.7% | -9.7% |
| 6M | -21.6% | +20.4% | -42.0% | -25.1% |
| YTD | -18.9% | +13.6% | -32.6% | -19.2% |
| All | -17.0% | +14.3% | -31.2% | -17.2% |
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