+199.5%
MCHP vs ARES
+979.8%
-780.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.8% | +2.9% | +3.3% |
| 7D | 0.0% | -6.1% | +6.1% | +3.3% |
| 30D | -6.0% | -7.5% | +1.5% | -2.5% |
| 3M | -19.7% | +0.1% | -19.8% | -20.6% |
| 6M | +14.0% | +30.3% | -16.2% | -3.6% |
| YTD | +18.4% | -16.6% | +35.0% | +25.3% |
| 1Y | +17.1% | -26.1% | +43.2% | +31.5% |
| 3Y | +0.7% | +36.4% | -35.7% | -19.8% |
| 5Y | +5.1% | +95.0% | -89.9% | -32.4% |
| All | +199.5% | +979.8% | -780.4% | +13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ARES.
Daily Out/Under-Performance
Portfolio return minus ARES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARES 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 10y: compounded portfolio wealth divided by compounded ARES 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…
10y analysis · Full analysis span regression · 6 months rolling