+24.4%
MDLZ vs ARES
-9.0%
+33.4%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +6.1% | -2.7% | +3.6% |
| 7D | +8.9% | +10.5% | -1.6% | +9.2% |
| 30D | +15.2% | +16.8% | -1.6% | +15.7% |
| 3M | +9.5% | -3.2% | +12.7% | +8.9% |
| 6M | +11.7% | +16.4% | -4.8% | +12.6% |
| YTD | +28.4% | -12.4% | +40.8% | +28.6% |
| 1Y | +24.4% | -6.9% | +31.3% | +21.7% |
| All | +24.4% | -9.0% | +33.4% | +21.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling