+150.5%
MP vs AJG
+15.2%
+135.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.7% | +3.6% | +1.7% |
| 7D | +11.0% | -3.8% | +14.8% | +10.5% |
| 30D | -11.7% | +19.1% | -30.8% | -10.2% |
| 3M | -30.8% | +8.8% | -39.6% | -30.1% |
| 6M | -42.9% | +41.3% | -84.2% | -42.5% |
| YTD | -25.9% | +8.1% | -34.0% | -23.3% |
| 1Y | -37.3% | +9.6% | -46.9% | -35.4% |
| All | +150.5% | +15.2% | +135.3% | +181.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling