+1,164.6%
ARES vs MDY
+226.1%
+938.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.1% |
| 7D | -1.7% | +0.1% | -1.8% | -1.8% |
| 30D | +0.3% | -1.5% | +1.8% | +1.8% |
| 3M | +8.5% | +0.8% | +7.7% | +7.8% |
| 6M | +23.5% | +7.4% | +16.1% | +15.0% |
| YTD | -11.2% | +15.2% | -26.4% | -22.7% |
| 1Y | -19.3% | +16.5% | -35.8% | -30.4% |
| 3Y | +48.7% | +46.8% | +1.9% | +3.8% |
| 5Y | +106.5% | +46.0% | +60.5% | +48.6% |
| 10Y | +1,055.3% | +172.1% | +883.3% | +396.4% |
| All | +1,164.6% | +226.1% | +938.6% | +419.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling