+199.5%
MCHP vs AJG
+473.1%
-273.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.2% | +4.9% | +4.3% |
| 7D | 0.0% | -8.3% | +8.3% | +4.3% |
| 30D | -6.0% | -5.7% | -0.4% | -3.7% |
| 3M | -19.7% | +9.1% | -28.8% | -25.8% |
| 6M | +14.0% | +15.2% | -1.2% | +0.8% |
| YTD | +18.4% | -6.3% | +24.7% | +17.5% |
| 1Y | +17.1% | -19.1% | +36.2% | +26.9% |
| 3Y | +0.7% | +8.2% | -7.5% | -16.9% |
| 5Y | +5.1% | +75.6% | -70.5% | -42.6% |
| All | +199.5% | +473.1% | -273.6% | -21.0% |
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