+23.3%
MDT vs AMP
+66.7%
-43.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.5% | -0.9% |
| 7D | -3.4% | -0.5% | -2.9% | -3.3% |
| 30D | +0.2% | -1.3% | +1.5% | +0.5% |
| 3M | +14.3% | +24.2% | -9.9% | +9.0% |
| 6M | +4.0% | +24.6% | -20.6% | -1.0% |
| YTD | -3.7% | +14.8% | -18.5% | -7.0% |
| 1Y | -0.4% | +12.8% | -13.1% | -3.6% |
| 3Y | +23.3% | +69.0% | -45.6% | +7.8% |
| All | +23.3% | +66.7% | -43.3% | +7.8% |
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 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