+338.6%
MTZ vs ARES
+1,152.0%
-813.4%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +0.2% | +9.3% | +9.5% |
| 7D | -6.4% | +4.5% | -11.0% | -8.6% |
| 30D | -22.1% | +15.7% | -37.8% | -27.3% |
| 3M | -32.7% | -2.0% | -30.7% | -32.9% |
| 6M | -59.8% | +10.4% | -70.2% | -62.5% |
| YTD | -19.9% | -14.2% | -5.7% | -18.8% |
| 1Y | -11.5% | -7.8% | -3.7% | -13.4% |
| 3Y | +258.1% | +41.4% | +216.7% | +190.2% |
| 5Y | +85.5% | +83.7% | +1.9% | +29.3% |
| 10Y | +492.2% | +1,204.1% | -711.9% | +102.1% |
| All | +338.6% | +1,152.0% | -813.4% | +41.4% |
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