+156.5%
MTZ vs AMP
+72.3%
+84.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +2.9% | +2.6% |
| 7D | -1.6% | +0.2% | -1.8% | -1.8% |
| 30D | -11.1% | -0.1% | -11.0% | -11.3% |
| 3M | -36.7% | +23.6% | -60.3% | -45.3% |
| 6M | -21.9% | +20.4% | -42.3% | -31.5% |
| YTD | +9.1% | +15.4% | -6.3% | -3.3% |
| 1Y | +30.0% | +11.0% | +19.0% | +18.8% |
| All | +156.5% | +72.3% | +84.1% | +46.0% |
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