+27.1%
MLM vs AMP
+80.5%
-53.3%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -0.6% |
| 7D | -2.0% | +1.2% | -3.1% | -2.6% |
| 30D | +9.5% | +4.4% | +5.1% | +7.1% |
| 3M | -4.7% | -8.8% | +4.1% | -0.3% |
| 6M | -10.7% | +9.9% | -20.6% | -15.3% |
| YTD | -16.6% | +6.1% | -22.7% | -20.1% |
| 1Y | -15.4% | +10.6% | -25.9% | -20.8% |
| 3Y | +15.9% | +58.8% | -42.9% | -15.2% |
| 5Y | +27.1% | +79.0% | -51.8% | -15.2% |
| All | +27.1% | +80.5% | -53.3% | -15.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling