-20.7%
MDLN vs AJG
-3.8%
-16.9%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.7% | +0.8% |
| 7D | -11.1% | -8.3% | -2.8% | -8.9% |
| 30D | -8.4% | -5.7% | -2.7% | -6.7% |
| 3M | -12.4% | +9.1% | -21.5% | -13.9% |
| 6M | -23.3% | +15.2% | -38.5% | -25.0% |
| YTD | -22.5% | -6.3% | -16.3% | -26.6% |
| All | -20.7% | -3.8% | -16.9% | -24.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling