+3,109.1%
MPC vs AMP
+1,180.2%
+1,928.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.7% | +0.9% | +2.2% |
| 7D | -9.4% | +3.1% | -12.5% | -11.5% |
| 30D | -14.3% | +3.9% | -18.2% | -16.9% |
| 3M | +31.1% | -5.8% | +36.9% | +35.2% |
| 6M | +60.3% | +12.1% | +48.2% | +46.3% |
| YTD | +142.5% | +7.1% | +135.4% | +125.3% |
| 1Y | +104.6% | +14.2% | +90.4% | +81.6% |
| 3Y | +191.7% | +62.5% | +129.2% | +99.1% |
| 5Y | +549.2% | +82.6% | +466.6% | +292.1% |
| 10Y | +1,106.2% | +515.9% | +590.3% | +211.9% |
| All | +3,109.1% | +1,180.2% | +1,928.8% | +378.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling