-3.9%
MCD vs AJG
+19.3%
-23.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +5.5% | +1.1% | +5.0% |
| 7D | +11.9% | +10.7% | +1.1% | +9.0% |
| 30D | +20.2% | +26.9% | -6.7% | +13.6% |
| 3M | +5.2% | +16.6% | -11.4% | +1.2% |
| 6M | 0.0% | +40.1% | -40.1% | -6.1% |
| YTD | -6.5% | +12.4% | -19.0% | -10.1% |
| 1Y | -3.9% | +15.9% | -19.9% | -8.1% |
| All | -3.9% | +19.3% | -23.3% | -8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 AJG 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