+1,070.5%
MRVL vs ARES
+1,145.6%
-75.1%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.3% | +0.8% | -0.9% |
| 7D | +23.1% | -0.3% | +23.5% | +23.4% |
| 30D | -38.8% | +15.3% | -54.1% | -43.7% |
| 3M | -24.2% | -5.4% | -18.9% | -23.1% |
| 6M | 0.0% | +10.0% | -10.0% | -6.9% |
| YTD | +93.8% | -14.7% | +108.5% | +100.6% |
| 1Y | +84.4% | -9.7% | +94.1% | +84.4% |
| 3Y | +203.6% | +35.8% | +167.8% | +150.6% |
| 5Y | +127.8% | +80.9% | +46.9% | +63.6% |
| 10Y | +1,257.2% | +1,089.9% | +167.3% | +492.2% |
| All | +1,070.5% | +1,145.6% | -75.1% | +386.6% |
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