+313.2%
MCHP vs ARES
+1,196.0%
-882.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.9% |
| 7D | +1.7% | -1.7% | +3.4% | +2.5% |
| 30D | -4.1% | +0.3% | -4.4% | -4.6% |
| 3M | -22.5% | +8.5% | -31.0% | -26.1% |
| 6M | +7.3% | +23.5% | -16.2% | -5.3% |
| YTD | +18.4% | -11.2% | +29.6% | +21.0% |
| 1Y | +18.1% | -19.3% | +37.4% | +25.7% |
| 3Y | -2.8% | +48.7% | -51.4% | -23.3% |
| 5Y | +5.5% | +106.5% | -101.0% | -29.7% |
| 10Y | +185.8% | +1,055.3% | -869.5% | +14.2% |
| All | +313.2% | +1,196.0% | -882.8% | +55.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling