+404.4%
MTZ vs ARES
+1,100.6%
-696.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.3% | +1.2% | -0.7% |
| 7D | +16.5% | -0.3% | +16.8% | +16.7% |
| 30D | -10.2% | +15.3% | -25.5% | -16.3% |
| 3M | -34.2% | -5.4% | -28.8% | -33.3% |
| 6M | -56.0% | +10.0% | -66.0% | -59.0% |
| YTD | -14.8% | -14.7% | -0.2% | -13.3% |
| 1Y | -7.2% | -9.7% | +2.4% | -8.4% |
| 3Y | +275.8% | +35.8% | +239.9% | +203.9% |
| 5Y | +93.5% | +80.9% | +12.6% | +31.0% |
| All | +404.4% | +1,100.6% | -696.2% | +68.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling