+62.7%
MP vs AJG
+77.5%
-14.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.9% | +0.9% | -1.2% |
| 7D | -0.7% | -7.4% | +6.7% | +1.3% |
| 30D | -0.7% | -3.0% | +2.3% | -0.1% |
| 3M | 0.0% | +12.8% | -12.8% | -5.8% |
| 6M | -10.0% | +12.8% | -22.8% | -15.7% |
| YTD | +7.5% | -4.7% | +12.2% | +8.1% |
| 1Y | -14.0% | -17.2% | +3.2% | -7.1% |
| 3Y | +153.5% | +10.2% | +143.3% | +115.5% |
| 5Y | +62.7% | +76.9% | -14.2% | -12.6% |
| All | +62.7% | +77.5% | -14.8% | -12.6% |
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