+7,707.7%
MDT vs AJG
+11,150.2%
-3,442.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.4% |
| 7D | -3.4% | -8.3% | +4.9% | -1.1% |
| 30D | +0.2% | -5.7% | +5.9% | +1.8% |
| 3M | +14.3% | +9.1% | +5.2% | +11.4% |
| 6M | +4.0% | +15.2% | -11.2% | -0.4% |
| YTD | -3.7% | -6.3% | +2.6% | -2.8% |
| 1Y | -0.4% | -19.1% | +18.8% | +4.6% |
| 3Y | +23.3% | +8.2% | +15.1% | +18.0% |
| 5Y | -18.9% | +75.6% | -94.5% | -32.6% |
| 10Y | +39.2% | +471.1% | -432.0% | -13.6% |
| All | +7,707.7% | +11,150.2% | -3,442.5% | +3,128.4% |
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