-24.5%
MDB vs ARES
+105.3%
-129.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.1% | -2.4% | -2.6% |
| 7D | -18.0% | -0.3% | -17.7% | -17.7% |
| 30D | -10.7% | +1.3% | -12.0% | -11.2% |
| 3M | +1.0% | +10.4% | -9.4% | -7.7% |
| 6M | +31.6% | +29.0% | +2.6% | +3.0% |
| YTD | -15.2% | -12.2% | -3.0% | -9.4% |
| 1Y | +10.1% | -18.4% | +28.6% | +23.0% |
| 3Y | -5.6% | +43.2% | -48.8% | -45.3% |
| 5Y | -24.5% | +102.6% | -127.1% | -70.8% |
| All | -24.5% | +105.3% | -129.8% | -70.8% |
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