+303.5%
MXL vs AJG
-12.9%
+316.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.5% | +7.0% | +3.9% |
| 7D | +1.6% | -1.8% | +3.5% | -0.5% |
| 30D | -7.0% | +4.6% | -11.6% | -1.0% |
| 3M | -33.4% | +24.9% | -58.3% | -14.8% |
| 6M | +260.2% | +17.2% | +243.0% | +349.4% |
| YTD | +260.0% | +2.2% | +257.8% | +322.8% |
| 1Y | +303.5% | -11.5% | +315.0% | +370.3% |
| All | +303.5% | -12.9% | +316.4% | +370.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling