+166.4%
MTZ vs AMP
+122.1%
+44.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.7% | +4.5% | +4.2% |
| 7D | +3.6% | +2.6% | +1.0% | +1.9% |
| 30D | -9.6% | +0.8% | -10.5% | -10.3% |
| 3M | -31.9% | +24.3% | -56.2% | -41.4% |
| 6M | -13.8% | +20.6% | -34.4% | -24.6% |
| YTD | +13.3% | +14.6% | -1.4% | +1.0% |
| 1Y | +39.3% | +14.5% | +24.7% | +24.1% |
| 3Y | +168.3% | +67.9% | +100.4% | +84.7% |
| 5Y | +166.4% | +122.5% | +43.9% | +48.2% |
| All | +166.4% | +122.1% | +44.3% | +48.2% |
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