+534.5%
MPC vs AMP
+75.0%
+459.5%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.5% |
| 7D | -16.2% | +2.2% | -18.4% | -17.3% |
| 30D | -15.7% | +2.2% | -17.9% | -17.0% |
| 3M | +24.9% | -10.4% | +35.3% | +31.0% |
| 6M | +52.7% | +5.8% | +46.8% | +46.7% |
| YTD | +131.9% | +3.3% | +128.6% | +124.0% |
| 1Y | +96.6% | +11.1% | +85.6% | +82.4% |
| 3Y | +163.8% | +56.0% | +107.7% | +100.6% |
| All | +534.5% | +75.0% | +459.5% | +339.6% |
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 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