+94.0%
ARES vs MCO
+26.6%
+67.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.5% | -1.3% | -1.6% |
| 7D | -7.7% | -7.3% | -0.4% | -2.1% |
| 30D | -8.7% | -1.7% | -7.0% | -7.5% |
| 3M | +2.8% | +3.9% | -1.1% | -0.9% |
| 6M | +23.1% | +3.8% | +19.2% | +18.6% |
| YTD | -17.3% | -7.9% | -9.4% | -12.7% |
| 1Y | -24.3% | -6.8% | -17.4% | -21.4% |
| 3Y | +34.9% | +40.9% | -6.0% | -1.8% |
| All | +94.0% | +26.6% | +67.4% | +45.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling