+150.9%
MP vs AJG
+10.0%
+141.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.9% | +0.9% | -2.1% |
| 7D | -0.7% | -7.4% | +6.7% | -1.3% |
| 30D | -0.7% | -3.0% | +2.3% | -0.9% |
| 3M | 0.0% | +12.8% | -12.8% | -0.6% |
| 6M | -10.0% | +12.8% | -22.8% | -10.0% |
| YTD | +7.5% | -4.7% | +12.2% | +9.7% |
| 1Y | -14.0% | -17.2% | +3.2% | -9.9% |
| All | +150.9% | +10.0% | +141.0% | +159.4% |
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 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