+117.2%
MDT vs ARES
+1,196.0%
-1,078.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.3% |
| 7D | +3.2% | -1.7% | +4.9% | +3.5% |
| 30D | +9.5% | +0.3% | +9.2% | +9.3% |
| 3M | +16.0% | +8.5% | +7.5% | +13.7% |
| 6M | +0.2% | +23.5% | -23.3% | -4.7% |
| YTD | -0.3% | -11.2% | +10.9% | +0.7% |
| 1Y | +4.7% | -19.3% | +24.0% | +7.4% |
| 3Y | +26.5% | +48.7% | -22.1% | +9.9% |
| 5Y | -18.2% | +106.5% | -124.7% | -36.0% |
| 10Y | +40.0% | +1,055.3% | -1,015.3% | -20.1% |
| All | +117.2% | +1,196.0% | -1,078.7% | +23.2% |
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