+287.6%
MP vs AJG
+219.6%
+68.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.0% | +1.5% | +3.0% |
| 7D | +9.5% | +0.5% | +9.0% | +9.3% |
| 30D | -3.0% | +19.4% | -22.3% | -7.8% |
| 3M | -30.4% | +11.9% | -42.3% | -32.9% |
| 6M | -39.2% | +48.3% | -87.4% | -47.9% |
| YTD | -23.3% | +10.3% | -33.6% | -26.4% |
| 1Y | -32.6% | +11.5% | -44.2% | -36.0% |
| 3Y | +159.3% | +17.5% | +141.7% | +130.0% |
| 5Y | -16.4% | +79.8% | -96.2% | -46.4% |
| All | +287.6% | +219.6% | +68.0% | +104.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling