+3,134.4%
MTZ vs AJG
+12,164.7%
-9,030.2%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.5% | +3.6% | +2.7% |
| 7D | -1.6% | -1.8% | +0.2% | -0.9% |
| 30D | -11.1% | +4.6% | -15.7% | -12.9% |
| 3M | -36.7% | +24.9% | -61.6% | -43.0% |
| 6M | -21.9% | +17.2% | -39.1% | -28.6% |
| YTD | +9.1% | +2.2% | +7.0% | +4.7% |
| 1Y | +30.0% | -11.5% | +41.5% | +31.4% |
| 3Y | +138.5% | +16.7% | +121.8% | +111.1% |
| 5Y | +158.3% | +89.6% | +68.7% | +85.4% |
| 10Y | +700.8% | +512.4% | +188.4% | +267.1% |
| All | +3,134.4% | +12,164.7% | -9,030.2% | +547.9% |
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 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