+75.2%
AJG vs MKC
-33.0%
+108.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.7% | -1.3% |
| 7D | -8.3% | -1.5% | -6.8% | -7.9% |
| 30D | -5.7% | -3.1% | -2.6% | -4.9% |
| 3M | +9.1% | +5.2% | +3.9% | +7.8% |
| 6M | +15.2% | -12.8% | +28.0% | +18.6% |
| YTD | -6.3% | -23.3% | +17.0% | -1.0% |
| 1Y | -19.1% | -24.1% | +5.0% | -14.4% |
| 3Y | +8.2% | -32.1% | +40.3% | +17.8% |
| All | +75.2% | -33.0% | +108.2% | +102.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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