-17.2%
AJG vs MLM
-18.7%
+1.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.8% | -1.1% | -2.6% |
| 7D | -7.4% | -2.7% | -4.7% | -7.0% |
| 30D | -3.0% | -8.3% | +5.4% | -1.7% |
| 3M | +12.8% | -12.0% | +24.8% | +14.5% |
| 6M | +12.8% | -17.6% | +30.5% | +15.6% |
| YTD | -4.7% | -18.9% | +14.1% | -3.9% |
| 1Y | -17.2% | -17.6% | +0.4% | -16.5% |
| All | -17.2% | -18.7% | +1.5% | -16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 1y: compounded portfolio wealth divided by compounded MLM 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…
1y analysis · Full analysis span regression · 6 months rolling