+181.2%
MLM vs AMP
+573.8%
-392.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.1% |
| 7D | -4.1% | +2.2% | -6.3% | -5.1% |
| 30D | +8.2% | +2.2% | +5.9% | +7.0% |
| 3M | -3.6% | -10.4% | +6.8% | +1.8% |
| 6M | -15.6% | +5.8% | -21.4% | -18.3% |
| YTD | -16.4% | +3.3% | -19.7% | -18.8% |
| 1Y | -14.3% | +11.1% | -25.4% | -19.9% |
| 3Y | +19.3% | +56.0% | -36.7% | -8.7% |
| 5Y | +29.6% | +76.1% | -46.5% | -8.4% |
| All | +181.2% | +573.8% | -392.6% | -15.5% |
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