+1,131.4%
MPC vs AJG
+473.1%
+658.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.6% |
| 7D | +1.8% | -8.3% | +10.1% | +7.0% |
| 30D | +14.0% | -5.7% | +19.7% | +17.5% |
| 3M | +52.2% | +9.1% | +43.1% | +42.1% |
| 6M | +75.8% | +15.2% | +60.6% | +56.7% |
| YTD | +146.3% | -6.3% | +152.6% | +149.0% |
| 1Y | +120.8% | -19.1% | +139.9% | +144.9% |
| 3Y | +172.6% | +8.2% | +164.4% | +127.4% |
| 5Y | +678.2% | +75.6% | +602.6% | +296.5% |
| All | +1,131.4% | +473.1% | +658.3% | +162.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling