+1,112.5%
ARES vs MCO
+587.1%
+525.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.4% | -1.7% | -2.1% |
| 7D | -2.7% | -3.1% | +0.5% | -0.6% |
| 30D | -2.4% | -0.5% | -1.9% | -2.1% |
| 3M | +3.9% | +5.7% | -1.8% | -0.3% |
| 6M | +26.4% | +3.0% | +23.4% | +23.3% |
| YTD | -14.9% | -6.5% | -8.4% | -11.8% |
| 1Y | -20.4% | -5.8% | -14.7% | -18.3% |
| 3Y | +38.8% | +43.1% | -4.3% | +8.0% |
| 5Y | +97.0% | +29.5% | +67.5% | +61.9% |
| 10Y | +999.8% | +388.8% | +611.0% | +377.1% |
| All | +1,112.5% | +587.1% | +525.4% | +431.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling