+82.8%
ARES vs MKC
-35.5%
+118.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.2% | +0.8% |
| 7D | +0.5% | -3.0% | +3.4% | +1.0% |
| 30D | +19.7% | +4.8% | +14.8% | +18.7% |
| 3M | -9.0% | -12.8% | +3.9% | -6.9% |
| 6M | +11.5% | +5.0% | +6.5% | +9.9% |
| YTD | -13.8% | -29.1% | +15.2% | -8.4% |
| 1Y | -5.6% | -26.4% | +20.8% | -0.6% |
| 3Y | +36.1% | -21.6% | +57.7% | +39.5% |
| All | +82.8% | -35.5% | +118.3% | +109.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling