+36.1%
ARES vs MKC
-21.4%
+57.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.2% | +0.8% |
| 7D | +0.5% | -3.0% | +3.4% | +0.9% |
| 30D | +19.7% | +4.8% | +14.8% | +19.1% |
| 3M | -9.0% | -12.8% | +3.9% | -7.8% |
| 6M | +11.5% | +5.0% | +6.5% | +10.4% |
| YTD | -13.8% | -29.1% | +15.2% | -10.2% |
| 1Y | -5.6% | -26.4% | +20.8% | -2.2% |
| 3Y | +36.1% | -21.6% | +57.7% | +43.3% |
| All | +36.1% | -21.4% | +57.5% | +43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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