+9,272.5%
AJG vs MLM
+2,954.8%
+6,317.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.8% | +2.2% |
| 7D | +0.5% | -0.9% | +1.3% | +0.7% |
| 30D | +19.4% | +9.0% | +10.3% | +16.9% |
| 3M | +11.9% | -5.6% | +17.5% | +13.4% |
| 6M | +48.3% | -10.7% | +58.9% | +51.7% |
| YTD | +10.3% | -17.2% | +27.5% | +14.5% |
| 1Y | +11.5% | -14.2% | +25.7% | +14.7% |
| 3Y | +17.5% | +15.6% | +1.9% | +11.2% |
| 5Y | +79.8% | +26.2% | +53.5% | +65.1% |
| 10Y | +541.5% | +140.6% | +400.9% | +384.8% |
| All | +9,272.5% | +2,954.8% | +6,317.7% | +4,069.0% |
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