+753.2%
MTZ vs AMP
+570.9%
+182.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.4% | -1.7% |
| 7D | +2.3% | 0.0% | +2.3% | +2.2% |
| 30D | -10.3% | -1.0% | -9.3% | -9.9% |
| 3M | -31.8% | +23.2% | -55.1% | -40.9% |
| 6M | -19.2% | +20.4% | -39.6% | -29.2% |
| YTD | +10.7% | +13.6% | -2.9% | -0.6% |
| 1Y | +37.5% | +13.4% | +24.2% | +23.5% |
| 3Y | +162.4% | +66.5% | +95.9% | +85.6% |
| 5Y | +166.3% | +120.2% | +46.1% | +55.0% |
| 10Y | +753.2% | +576.5% | +176.7% | +139.8% |
| All | +753.2% | +570.9% | +182.3% | +139.8% |
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