+148.1%
MTZ vs ARES
+48.6%
+99.4%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.1% | +2.5% |
| 7D | -1.6% | -1.7% | +0.1% | -1.0% |
| 30D | -11.1% | +0.3% | -11.4% | -11.5% |
| 3M | -36.7% | +8.5% | -45.2% | -39.5% |
| 6M | -21.9% | +23.5% | -45.4% | -30.4% |
| YTD | +9.1% | -11.2% | +20.3% | +13.4% |
| 1Y | +30.0% | -19.3% | +49.2% | +42.4% |
| All | +148.1% | +48.6% | +99.4% | +116.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling