+11,036.6%
AJG vs MKC
+3,326.0%
+7,710.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.0% |
| 3M | +9.1% | +5.2% | +3.9% | +7.8% |
| 6M | +15.2% | -12.8% | +28.0% | +18.7% |
| YTD | -6.3% | -23.3% | +17.0% | -0.9% |
| 1Y | -19.1% | -24.1% | +5.0% | -14.4% |
| 3Y | +8.2% | -32.1% | +40.3% | +16.5% |
| 5Y | +75.6% | -32.8% | +108.4% | +88.1% |
| 10Y | +471.1% | +29.9% | +441.3% | +425.4% |
| All | +11,036.6% | +3,326.0% | +7,710.5% | +6,216.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling