+153.5%
MLM vs AMP
+585.0%
-431.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.7% | -1.2% | +0.6% |
| 7D | -3.8% | +3.1% | -7.0% | -5.3% |
| 30D | +11.0% | +3.9% | +7.1% | +8.9% |
| 3M | -3.1% | -5.8% | +2.7% | -0.3% |
| 6M | -9.8% | +12.1% | -21.8% | -15.1% |
| YTD | -14.4% | +7.1% | -21.5% | -18.2% |
| 1Y | -12.6% | +14.2% | -26.8% | -19.3% |
| 3Y | +19.7% | +62.5% | -42.7% | -9.9% |
| 5Y | +29.8% | +82.6% | -52.9% | -9.5% |
| 10Y | +153.5% | +515.9% | -362.4% | -9.2% |
| All | +153.5% | +585.0% | -431.5% | -9.2% |
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 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