+942.1%
MDB vs ARES
+941.2%
+0.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.6% | -2.3% |
| 7D | +6.8% | +0.5% | +6.4% | +6.4% |
| 30D | -6.2% | +19.7% | -25.9% | -17.8% |
| 3M | -29.2% | -9.0% | -20.3% | -25.2% |
| 6M | +10.3% | +11.5% | -1.2% | +0.4% |
| YTD | -20.4% | -13.8% | -6.5% | -15.8% |
| 1Y | -4.8% | -5.6% | +0.8% | -6.3% |
| 3Y | -11.6% | +36.1% | -47.7% | -35.4% |
| 5Y | -41.0% | +82.7% | -123.7% | -64.7% |
| All | +942.1% | +941.2% | +0.9% | +176.5% |
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