+163.8%
MPC vs AMP
+54.6%
+109.1%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.6% |
| 7D | -16.2% | +2.2% | -18.4% | -17.1% |
| 30D | -15.7% | +2.2% | -17.9% | -16.8% |
| 3M | +24.9% | -10.4% | +35.3% | +30.4% |
| 6M | +52.7% | +5.8% | +46.8% | +47.3% |
| YTD | +131.9% | +3.3% | +128.6% | +125.0% |
| 1Y | +96.6% | +11.1% | +85.6% | +83.1% |
| 3Y | +163.8% | +56.0% | +107.7% | +80.4% |
| All | +163.8% | +54.6% | +109.1% | +80.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling