+166.4%
MTZ vs AJG
+10.0%
+156.5%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.9% | +0.6% | -2.6% |
| 7D | +2.3% | -7.4% | +9.7% | +1.2% |
| 30D | -10.3% | -3.0% | -7.3% | -10.6% |
| 3M | -31.8% | +12.8% | -44.7% | -31.7% |
| 6M | -19.2% | +12.8% | -32.0% | -18.8% |
| YTD | +10.7% | -4.7% | +15.5% | +12.8% |
| 1Y | +37.5% | -17.2% | +54.7% | +43.5% |
| All | +166.4% | +10.0% | +156.5% | +162.0% |
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