+1,431.2%
MTZ vs AMP
+1,889.4%
-458.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -1.5% | +11.1% | +10.3% |
| 7D | -6.4% | +2.2% | -8.6% | -7.9% |
| 30D | -22.1% | +2.2% | -24.3% | -23.5% |
| 3M | -32.7% | -10.4% | -22.3% | -29.7% |
| 6M | -59.8% | +5.8% | -65.7% | -61.8% |
| YTD | -19.9% | +3.3% | -23.2% | -23.8% |
| 1Y | -11.5% | +11.1% | -22.5% | -18.8% |
| 3Y | +258.1% | +56.0% | +202.0% | +178.0% |
| 5Y | +85.5% | +76.1% | +9.5% | +33.9% |
| 10Y | +492.2% | +590.2% | -98.1% | +116.1% |
| All | +1,431.2% | +1,889.4% | -458.2% | +253.9% |
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