+97.0%
ARES vs MDY
+45.8%
+51.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.1% | -2.0% | -1.7% |
| 7D | -2.7% | -0.8% | -1.9% | -1.6% |
| 30D | -2.4% | -3.9% | +1.5% | +2.9% |
| 3M | +3.9% | 0.0% | +4.0% | +4.1% |
| 6M | +26.4% | +8.5% | +17.8% | +13.6% |
| YTD | -14.9% | +13.2% | -28.1% | -27.3% |
| 1Y | -20.4% | +15.0% | -35.4% | -33.4% |
| 3Y | +38.8% | +49.6% | -10.8% | -16.6% |
| 5Y | +97.0% | +46.0% | +51.0% | +23.0% |
| All | +97.0% | +45.8% | +51.1% | +23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 5y: compounded portfolio wealth divided by compounded MDY 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…
5y analysis · Full analysis span regression · 6 months rolling