+9,241.7%
AJG vs MLM
+3,017.4%
+6,224.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.5% | 0.0% |
| 7D | -2.2% | -5.8% | +3.6% | -0.8% |
| 30D | +20.6% | +9.8% | +10.7% | +17.9% |
| 3M | +11.5% | -5.2% | +16.7% | +12.9% |
| 6M | +42.9% | -10.3% | +53.2% | +46.0% |
| YTD | +10.0% | -15.5% | +25.4% | +13.5% |
| 1Y | +11.9% | -15.0% | +26.9% | +15.3% |
| 3Y | +16.9% | +17.5% | -0.5% | +10.2% |
| 5Y | +82.5% | +30.5% | +52.0% | +66.3% |
| 10Y | +539.4% | +145.5% | +393.9% | +380.8% |
| All | +9,241.7% | +3,017.4% | +6,224.3% | +4,034.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling