+1,563.9%
MTZ vs AMP
+1,970.1%
-406.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | 0.0% | +4.6% | +4.6% |
| 7D | +12.9% | -1.1% | +13.9% | +13.5% |
| 30D | -8.5% | +4.4% | -12.9% | -11.1% |
| 3M | -30.6% | -7.3% | -23.3% | -28.7% |
| 6M | -55.1% | +12.9% | -68.0% | -58.7% |
| YTD | -13.0% | +7.5% | -20.4% | -18.8% |
| 1Y | -4.3% | +13.3% | -17.6% | -13.0% |
| 3Y | +284.0% | +60.8% | +223.2% | +193.9% |
| 5Y | +97.7% | +82.7% | +15.0% | +40.2% |
| 10Y | +444.4% | +468.7% | -24.3% | +116.6% |
| All | +1,563.9% | +1,970.1% | -406.2% | +277.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling