+206.2%
MLM vs AMP
+582.0%
-375.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.5% |
| 7D | -2.9% | +0.2% | -3.1% | -3.0% |
| 30D | -6.8% | -0.1% | -6.7% | -6.8% |
| 3M | -11.2% | +23.6% | -34.8% | -20.3% |
| 6M | -21.8% | +20.4% | -42.2% | -29.1% |
| YTD | -17.0% | +15.4% | -32.4% | -23.6% |
| 1Y | -16.4% | +11.0% | -27.3% | -21.7% |
| 3Y | +14.5% | +70.5% | -56.0% | -15.9% |
| 5Y | +41.7% | +121.4% | -79.6% | -10.3% |
| All | +206.2% | +582.0% | -375.8% | -0.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling