-19.3%
MP vs AJG
+79.1%
-98.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.7% | +3.6% | +2.3% |
| 7D | +11.0% | -3.8% | +14.8% | +11.8% |
| 30D | -11.7% | +19.1% | -30.8% | -15.8% |
| 3M | -30.8% | +8.8% | -39.6% | -32.6% |
| 6M | -42.9% | +41.3% | -84.2% | -50.1% |
| YTD | -25.9% | +8.1% | -34.0% | -28.0% |
| 1Y | -37.3% | +9.6% | -46.9% | -39.8% |
| 3Y | +150.7% | +15.0% | +135.7% | +122.2% |
| 5Y | -19.3% | +76.2% | -95.4% | -53.5% |
| All | -19.3% | +79.1% | -98.4% | -53.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling