-8.1%
MDB vs AJG
+8.2%
-16.3%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.2% | -1.9% | -2.9% |
| 7D | -1.8% | -8.3% | +6.5% | -0.5% |
| 30D | -17.3% | -5.7% | -11.6% | -16.7% |
| 3M | +2.2% | +9.1% | -6.9% | +0.1% |
| 6M | +33.9% | +15.2% | +18.7% | +29.7% |
| YTD | -13.7% | -6.3% | -7.4% | -15.8% |
| 1Y | +9.1% | -19.1% | +28.2% | +8.3% |
| 3Y | -8.1% | +8.2% | -16.4% | -11.8% |
| All | -8.1% | +8.2% | -16.3% | -11.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling