+978.0%
MU vs ARES
+36.2%
+941.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.3% | +1.8% | +0.1% |
| 7D | +21.6% | -0.3% | +22.0% | +21.8% |
| 30D | -16.2% | +15.3% | -31.5% | -23.0% |
| 3M | -12.4% | -5.4% | -7.0% | -10.6% |
| 6M | +4.2% | +10.0% | -5.8% | -3.8% |
| YTD | +180.0% | -14.7% | +194.6% | +199.4% |
| 1Y | +226.4% | -9.7% | +236.1% | +233.6% |
| All | +978.0% | +36.2% | +941.9% | +769.8% |
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