-34.6%
MP vs AJG
+19.3%
-53.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +5.5% | -10.5% | -2.9% |
| 7D | -12.5% | +10.7% | -23.3% | -8.8% |
| 30D | -23.3% | +26.9% | -50.2% | -15.8% |
| 3M | -24.4% | +16.6% | -40.9% | -19.5% |
| 6M | -45.8% | +40.1% | -85.9% | -38.3% |
| YTD | -28.9% | +12.4% | -41.4% | -22.3% |
| 1Y | -34.6% | +15.9% | -50.5% | -27.9% |
| All | -34.6% | +19.3% | -53.9% | -27.9% |
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