+13.0%
ARES vs MULL
-38.7%
+51.7%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +24.0% | -25.1% | -1.2% |
| 7D | +0.8% | -2.5% | +3.3% | +0.7% |
| 30D | +16.7% | -40.1% | +56.8% | +16.9% |
| 3M | -2.6% | -28.2% | +25.6% | -2.7% |
| 6M | +13.0% | -39.6% | +52.5% | +11.5% |
| All | +13.0% | -38.7% | +51.7% | +11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 6mo: compounded portfolio wealth divided by compounded MULL 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…
6mo analysis · Full analysis span regression · 6 months rolling