+58.1%
MP vs AMP
+121.7%
-63.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +2.0% |
| 7D | -2.9% | +0.2% | -3.1% | -3.1% |
| 30D | +13.8% | -0.1% | +13.9% | +13.8% |
| 3M | -16.7% | +23.6% | -40.3% | -29.9% |
| 6M | -11.5% | +20.4% | -31.8% | -24.2% |
| YTD | +7.9% | +15.4% | -7.5% | -5.6% |
| 1Y | -15.0% | +11.0% | -26.0% | -23.7% |
| 3Y | +153.5% | +70.5% | +83.0% | +40.0% |
| All | +58.1% | +121.7% | -63.5% | -33.9% |
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 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