-25.3%
MDB vs AJG
+74.4%
-99.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.2% | -1.9% | -2.5% |
| 7D | -1.8% | -8.3% | +6.5% | +2.9% |
| 30D | -17.3% | -5.7% | -11.6% | -15.0% |
| 3M | +2.2% | +9.1% | -6.9% | -4.3% |
| 6M | +33.9% | +15.2% | +18.7% | +21.1% |
| YTD | -13.7% | -6.3% | -7.4% | -12.7% |
| 1Y | +9.1% | -19.1% | +28.2% | +20.5% |
| 3Y | -8.1% | +8.2% | -16.4% | -29.4% |
| All | -25.3% | +74.4% | -99.7% | -69.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling