-32.7%
MTZ vs ARES
-2.5%
-30.2%
-47.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +0.2% | +9.3% | +9.6% |
| 7D | -6.4% | +4.5% | -11.0% | -5.0% |
| 30D | -22.1% | +15.7% | -37.8% | -20.6% |
| 3M | -32.7% | -2.0% | -30.7% | -31.7% |
| All | -32.7% | -2.5% | -30.2% | -31.7% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling