+442.2%
MTZ vs AMP
+503.1%
-60.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.3% | -4.7% | -4.5% |
| 7D | -8.7% | +3.3% | -12.0% | -10.9% |
| 30D | -15.0% | +4.2% | -19.2% | -17.7% |
| 3M | -32.6% | -6.4% | -26.2% | -30.8% |
| 6M | -56.3% | +12.4% | -68.8% | -60.5% |
| YTD | -16.8% | +7.4% | -24.2% | -23.6% |
| 1Y | -10.0% | +14.7% | -24.7% | -20.8% |
| 3Y | +267.1% | +60.8% | +206.3% | +161.6% |
| 5Y | +89.9% | +83.4% | +6.4% | +22.0% |
| 10Y | +442.2% | +473.5% | -31.3% | +54.9% |
| All | +442.2% | +503.1% | -60.9% | +54.9% |
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 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