+35.4%
ARES vs MCO
+40.3%
-4.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.5% | -1.3% | -1.7% |
| 7D | -7.7% | -7.3% | -0.4% | -2.7% |
| 30D | -8.7% | -1.7% | -7.0% | -7.7% |
| 3M | +2.8% | +3.9% | -1.1% | -0.5% |
| 6M | +23.1% | +3.8% | +19.2% | +19.1% |
| YTD | -17.3% | -7.9% | -9.4% | -12.8% |
| 1Y | -24.3% | -6.8% | -17.4% | -21.3% |
| All | +35.4% | +40.3% | -4.9% | +14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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