+3,101.0%
MPC vs AJG
+1,218.0%
+1,883.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +1.3% |
| 7D | +5.4% | -1.8% | +7.3% | +6.7% |
| 30D | +31.0% | +4.6% | +26.3% | +26.8% |
| 3M | +46.0% | +24.9% | +21.1% | +23.6% |
| 6M | +77.3% | +17.2% | +60.1% | +55.0% |
| YTD | +141.9% | +2.2% | +139.8% | +130.9% |
| 1Y | +120.9% | -11.5% | +132.4% | +131.9% |
| 3Y | +182.7% | +16.7% | +166.0% | +123.4% |
| 5Y | +646.4% | +89.6% | +556.8% | +262.1% |
| 10Y | +1,138.7% | +512.4% | +626.3% | +114.6% |
| All | +3,101.0% | +1,218.0% | +1,883.0% | +131.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling