+159.5%
MDT vs AMP
+2,089.3%
-1,929.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.3% | -0.3% |
| 7D | -0.3% | 0.0% | -0.3% | -0.3% |
| 30D | +2.8% | -1.0% | +3.8% | +3.0% |
| 3M | +13.1% | +23.2% | -10.1% | +6.6% |
| 6M | +2.3% | +20.4% | -18.1% | -3.1% |
| YTD | -2.7% | +13.6% | -16.3% | -6.7% |
| 1Y | +0.9% | +13.4% | -12.5% | -3.4% |
| 3Y | +26.8% | +66.5% | -39.7% | +7.5% |
| 5Y | -19.5% | +120.2% | -139.7% | -38.1% |
| 10Y | +40.6% | +576.5% | -535.9% | -24.0% |
| All | +159.5% | +2,089.3% | -1,929.8% | -3.9% |
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