+8,578.5%
AJG vs MLM
+2,961.7%
+5,616.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -1.8% |
| 7D | -1.8% | -2.9% | +1.1% | -1.1% |
| 30D | +4.6% | -6.8% | +11.5% | +6.4% |
| 3M | +24.9% | -11.2% | +36.1% | +28.2% |
| 6M | +17.2% | -21.8% | +39.0% | +23.7% |
| YTD | +2.2% | -17.0% | +19.1% | +6.0% |
| 1Y | -11.5% | -16.4% | +4.9% | -8.4% |
| 3Y | +16.7% | +14.5% | +2.2% | +10.6% |
| 5Y | +89.6% | +41.7% | +47.9% | +69.2% |
| 10Y | +512.4% | +200.0% | +312.4% | +339.9% |
| All | +8,578.5% | +2,961.7% | +5,616.8% | +3,759.2% |
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