+2.7%
MDT vs ARES
+82.0%
-79.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +1.7% |
| 7D | +1.0% | +0.5% | +0.6% | +1.0% |
| 30D | +9.2% | +19.7% | -10.5% | +6.3% |
| 3M | +14.5% | -9.0% | +23.5% | +15.9% |
| 6M | +37.3% | +11.5% | +25.8% | +34.5% |
| YTD | +9.8% | -13.8% | +23.7% | +11.3% |
| 1Y | +10.5% | -5.6% | +16.1% | +10.0% |
| 3Y | +57.4% | +36.1% | +21.3% | +40.9% |
| All | +2.7% | +82.0% | -79.3% | -14.3% |
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