+635.6%
MXL vs ARES
+1,181.8%
-546.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -1.1% | +7.1% | +6.6% |
| 7D | +15.5% | -0.3% | +15.8% | +15.5% |
| 30D | -11.3% | +1.3% | -12.6% | -12.4% |
| 3M | -16.1% | +10.4% | -26.5% | -22.5% |
| 6M | +323.0% | +29.0% | +294.0% | +252.4% |
| YTD | +281.5% | -12.2% | +293.7% | +293.5% |
| 1Y | +319.3% | -18.4% | +337.7% | +350.5% |
| 3Y | +189.4% | +43.2% | +146.2% | +130.6% |
| 5Y | +26.0% | +102.6% | -76.6% | -16.4% |
| 10Y | +243.5% | +1,029.6% | -786.1% | +34.5% |
| All | +635.6% | +1,181.8% | -546.2% | +173.7% |
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 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