+176.9%
MCD vs AJG
+473.1%
-296.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.3% |
| 7D | -1.2% | -8.3% | +7.0% | +2.4% |
| 30D | -7.8% | -5.7% | -2.1% | -5.5% |
| 3M | -10.7% | +9.1% | -19.8% | -14.4% |
| 6M | -21.3% | +15.2% | -36.5% | -26.6% |
| YTD | -15.8% | -6.3% | -9.5% | -14.5% |
| 1Y | -16.0% | -19.1% | +3.1% | -9.0% |
| 3Y | -3.0% | +8.2% | -11.2% | -11.6% |
| 5Y | +18.6% | +75.6% | -57.0% | -18.6% |
| All | +176.9% | +473.1% | -296.2% | +16.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling