+26.6%
MCK vs AJG
+13.5%
+13.0%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | 0.0% | -0.2% |
| 7D | +1.0% | -2.2% | +3.2% | +1.6% |
| 30D | +13.0% | +20.6% | -7.6% | +7.6% |
| 3M | +19.9% | +11.5% | +8.3% | +16.1% |
| 6M | +49.2% | +42.9% | +6.4% | +41.8% |
| YTD | +32.0% | +10.0% | +22.1% | +21.6% |
| 1Y | +26.6% | +11.9% | +14.7% | +16.7% |
| All | +26.6% | +13.5% | +13.0% | +16.7% |
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