+18.1%
MCHP vs AJG
-12.9%
+31.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +2.9% | +0.8% |
| 7D | +1.7% | -1.8% | +3.5% | +0.9% |
| 30D | -4.1% | +4.6% | -8.7% | -1.9% |
| 3M | -22.5% | +24.9% | -47.4% | -16.1% |
| 6M | +7.3% | +17.2% | -9.9% | +15.8% |
| YTD | +18.4% | +2.2% | +16.2% | +27.2% |
| 1Y | +18.1% | -11.5% | +29.6% | +27.7% |
| All | +18.1% | -12.9% | +31.0% | +27.7% |
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 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