+1,171.8%
MPC vs AMP
+459.2%
+712.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.7% | -0.3% |
| 7D | +11.2% | +3.9% | +7.3% | +8.5% |
| 30D | -14.5% | +5.1% | -19.6% | -17.8% |
| 3M | +16.7% | -8.7% | +25.3% | +22.7% |
| 6M | +67.6% | +11.4% | +56.1% | +53.4% |
| YTD | +157.9% | +7.3% | +150.6% | +139.0% |
| 1Y | +116.7% | +14.6% | +102.1% | +91.6% |
| 3Y | +199.8% | +61.2% | +138.5% | +103.2% |
| 5Y | +604.4% | +81.0% | +523.4% | +320.4% |
| All | +1,171.8% | +459.2% | +712.5% | +274.6% |
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