+74.8%
MTZ vs AMP
+75.0%
-0.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -1.5% | +11.1% | +10.4% |
| 7D | -6.4% | +2.2% | -8.6% | -8.1% |
| 30D | -22.1% | +2.2% | -24.3% | -23.7% |
| 3M | -32.7% | -10.4% | -22.3% | -29.2% |
| 6M | -59.8% | +5.8% | -65.7% | -62.3% |
| YTD | -19.9% | +3.3% | -23.2% | -24.9% |
| 1Y | -11.5% | +11.1% | -22.5% | -21.2% |
| 3Y | +258.1% | +56.0% | +202.0% | +154.1% |
| All | +74.8% | +75.0% | -0.2% | +13.6% |
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