+766.7%
MTZ vs AJG
+473.1%
+293.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.2% | +4.8% | +4.0% |
| 7D | +1.4% | -8.3% | +9.6% | +4.9% |
| 30D | -14.5% | -5.7% | -8.8% | -12.8% |
| 3M | -32.9% | +9.1% | -42.0% | -37.2% |
| 6M | -20.8% | +15.2% | -36.1% | -28.6% |
| YTD | +10.6% | -6.3% | +16.9% | +9.9% |
| 1Y | +27.1% | -19.1% | +46.2% | +36.3% |
| 3Y | +166.1% | +8.2% | +157.9% | +128.8% |
| 5Y | +170.7% | +75.6% | +95.0% | +62.6% |
| All | +766.7% | +473.1% | +293.6% | +126.9% |
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