+5,982.8%
MCD vs AJG
+11,671.2%
-5,688.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.0% | +4.1% | +1.1% |
| 7D | -2.0% | -3.8% | +1.7% | -1.1% |
| 30D | -6.1% | +1.6% | -7.8% | -6.6% |
| 3M | -7.3% | +18.6% | -25.9% | -11.3% |
| 6M | -20.9% | +10.9% | -31.8% | -23.3% |
| YTD | -14.7% | -2.0% | -12.7% | -14.9% |
| 1Y | -16.1% | -14.9% | -1.2% | -13.4% |
| 3Y | -1.5% | +13.4% | -14.9% | -6.3% |
| 5Y | +20.4% | +83.2% | -62.8% | +1.0% |
| 10Y | +180.0% | +484.3% | -304.3% | +81.4% |
| All | +5,982.8% | +11,671.2% | -5,688.5% | +2,070.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling