+3.0%
MCHP vs ARES
+94.4%
-91.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.8% | +2.9% | +3.2% |
| 7D | 0.0% | -6.1% | +6.1% | +3.5% |
| 30D | -6.0% | -7.5% | +1.5% | -2.3% |
| 3M | -19.7% | +0.1% | -19.8% | -20.7% |
| 6M | +14.0% | +30.3% | -16.2% | -5.1% |
| YTD | +18.4% | -16.6% | +35.0% | +26.9% |
| 1Y | +17.1% | -26.1% | +43.2% | +34.4% |
| 3Y | +0.7% | +36.4% | -35.7% | -23.8% |
| All | +3.0% | +94.4% | -91.4% | -42.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling