+10.5%
MCD vs ARES
+37.4%
-26.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | +7.1% | +4.5% | +2.6% | +6.9% |
| 30D | +19.8% | +15.7% | +4.0% | +19.1% |
| 3M | +0.8% | -2.0% | +2.8% | +0.7% |
| 6M | -1.3% | +10.4% | -11.7% | -1.8% |
| YTD | -7.8% | -14.2% | +6.5% | -7.6% |
| 1Y | -5.0% | -7.8% | +2.8% | -5.2% |
| 3Y | +10.5% | +41.4% | -30.8% | +7.3% |
| All | +10.5% | +37.4% | -26.9% | +7.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling