+175.1%
MPC vs AJG
+10.0%
+165.1%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.9% | +3.3% | +0.6% |
| 7D | +3.2% | -7.4% | +10.6% | +3.8% |
| 30D | +25.0% | -3.0% | +28.0% | +25.3% |
| 3M | +55.2% | +12.8% | +42.3% | +53.3% |
| 6M | +86.4% | +12.8% | +73.6% | +84.1% |
| YTD | +148.5% | -4.7% | +153.2% | +150.0% |
| 1Y | +121.7% | -17.2% | +138.9% | +127.8% |
| All | +175.1% | +10.0% | +165.1% | +178.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling