+120.9%
MPC vs AJG
-12.9%
+133.8%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.4% |
| 7D | +5.4% | -1.8% | +7.3% | +5.5% |
| 30D | +31.0% | +4.6% | +26.3% | +30.7% |
| 3M | +46.0% | +24.9% | +21.1% | +44.9% |
| 6M | +77.3% | +17.2% | +60.1% | +76.9% |
| YTD | +141.9% | +2.2% | +139.8% | +143.7% |
| 1Y | +120.9% | -11.5% | +132.4% | +134.5% |
| All | +120.9% | -12.9% | +133.8% | +134.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling