+1,049.8%
MDB vs ARES
+972.7%
+77.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.0% | -3.1% | -3.4% |
| 7D | -17.4% | -1.7% | -15.8% | -16.4% |
| 30D | -2.0% | +0.3% | -2.3% | -1.8% |
| 3M | -3.0% | +8.5% | -11.5% | -8.7% |
| 6M | +48.7% | +23.5% | +25.2% | +25.2% |
| YTD | -12.1% | -11.2% | -0.9% | -8.1% |
| 1Y | +14.5% | -19.3% | +33.8% | +26.1% |
| 3Y | -6.1% | +48.7% | -54.8% | -35.0% |
| 5Y | -27.3% | +106.5% | -133.9% | -58.8% |
| All | +1,049.8% | +972.7% | +77.1% | +201.9% |
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