+875.5%
MDB vs ARES
+936.3%
-60.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.2% | +2.5% | +2.6% |
| 7D | -11.4% | +4.5% | -15.9% | -14.4% |
| 30D | -13.8% | +15.7% | -29.6% | -22.6% |
| 3M | -15.5% | -2.0% | -13.4% | -14.7% |
| 6M | +17.9% | +10.4% | +7.5% | +8.2% |
| YTD | -25.5% | -14.2% | -11.2% | -20.9% |
| 1Y | -12.1% | -7.8% | -4.3% | -11.9% |
| 3Y | -5.9% | +41.4% | -47.3% | -33.0% |
| 5Y | -43.7% | +83.7% | -127.4% | -66.3% |
| All | +875.5% | +936.3% | -60.9% | +159.8% |
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 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