-39.2%
MP vs AJG
+46.1%
-85.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.0% | +1.5% | +4.6% |
| 7D | +9.5% | +0.5% | +9.0% | +9.7% |
| 30D | -3.0% | +19.4% | -22.3% | +6.2% |
| 3M | -30.4% | +11.9% | -42.3% | -26.5% |
| 6M | -39.2% | +48.3% | -87.4% | -22.1% |
| All | -39.2% | +46.1% | -85.3% | -22.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling