+492.6%
MTZ vs ARES
+1,313.3%
-820.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +4.2% | +4.4% | +6.8% |
| 7D | -2.4% | +5.0% | -7.4% | -4.9% |
| 30D | -11.1% | +19.1% | -30.2% | -18.3% |
| 3M | -30.6% | +3.1% | -33.7% | -32.3% |
| 6M | -54.4% | +12.9% | -67.2% | -58.0% |
| YTD | -13.0% | -10.7% | -2.4% | -13.2% |
| 1Y | -5.7% | -5.5% | -0.1% | -8.6% |
| 3Y | +297.2% | +45.0% | +252.2% | +212.2% |
| 5Y | +95.9% | +87.4% | +8.5% | +30.7% |
| 10Y | +492.6% | +1,267.4% | -774.8% | +83.7% |
| All | +492.6% | +1,313.3% | -820.7% | +83.7% |
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 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