-17.8%
MP vs AJG
-17.2%
-0.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.4% | -5.1% | -5.6% |
| 7D | -4.6% | -8.5% | +3.9% | -7.1% |
| 30D | -7.1% | -3.8% | -3.3% | -8.1% |
| 3M | -4.0% | +10.8% | -14.8% | -2.1% |
| 6M | -16.7% | +15.6% | -32.3% | -13.3% |
| YTD | +1.6% | -5.1% | +6.7% | +6.0% |
| 1Y | -17.8% | -16.0% | -1.8% | -7.4% |
| All | -17.8% | -17.2% | -0.6% | -7.4% |
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 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