+180.0%
MCD vs ARES
+1,045.9%
-865.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.2% |
| 7D | -2.0% | -0.3% | -1.7% | -2.0% |
| 30D | -6.1% | +1.3% | -7.4% | -6.4% |
| 3M | -7.3% | +10.4% | -17.6% | -9.1% |
| 6M | -20.9% | +29.0% | -49.9% | -25.0% |
| YTD | -14.7% | -12.2% | -2.5% | -13.8% |
| 1Y | -16.1% | -18.4% | +2.3% | -14.4% |
| 3Y | -1.5% | +43.2% | -44.7% | -13.5% |
| 5Y | +20.4% | +102.6% | -82.1% | -5.4% |
| 10Y | +180.0% | +1,029.6% | -849.6% | +62.4% |
| All | +180.0% | +1,045.9% | -865.9% | +62.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ARES.
Daily Out/Under-Performance
Portfolio return minus ARES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARES 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 10y: compounded portfolio wealth divided by compounded ARES 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…
10y analysis · Full analysis span regression · 6 months rolling