+229.2%
MXL vs ARES
+35.4%
+193.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.8% | +6.8% | +7.1% |
| 7D | +18.9% | -6.1% | +24.9% | +23.4% |
| 30D | +0.3% | -7.5% | +7.8% | +4.7% |
| 3M | -8.0% | +0.1% | -8.2% | -10.6% |
| 6M | +341.2% | +30.3% | +311.0% | +249.6% |
| YTD | +327.8% | -16.6% | +344.4% | +371.1% |
| 1Y | +364.9% | -26.1% | +391.0% | +463.1% |
| 3Y | +229.2% | +36.4% | +192.8% | +181.5% |
| All | +229.2% | +35.4% | +193.9% | +181.5% |
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