+3,312.9%
MPC vs AJG
+1,323.4%
+1,989.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.0% | -1.6% | -0.9% |
| 7D | +11.2% | +0.5% | +10.8% | +10.8% |
| 30D | -14.5% | +19.4% | -33.9% | -24.6% |
| 3M | +16.7% | +11.9% | +4.8% | +6.6% |
| 6M | +67.6% | +48.3% | +19.3% | +24.3% |
| YTD | +157.9% | +10.3% | +147.6% | +131.0% |
| 1Y | +116.7% | +11.5% | +105.1% | +91.9% |
| 3Y | +199.8% | +17.5% | +182.2% | +136.7% |
| 5Y | +604.4% | +79.8% | +524.6% | +265.1% |
| 10Y | +1,171.5% | +541.5% | +630.0% | +112.3% |
| All | +3,312.9% | +1,323.4% | +1,989.6% | +131.7% |
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 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