+18.2%
AJG vs MLM
+19.9%
-1.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -1.7% |
| 7D | -1.8% | -2.9% | +1.1% | -1.2% |
| 30D | +4.6% | -6.8% | +11.5% | +6.1% |
| 3M | +24.9% | -11.2% | +36.1% | +27.4% |
| 6M | +17.2% | -21.8% | +39.0% | +22.7% |
| YTD | +2.2% | -17.0% | +19.1% | +5.1% |
| 1Y | -11.5% | -16.4% | +4.9% | -9.1% |
| All | +18.2% | +19.9% | -1.7% | +10.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling