+247.9%
MCD vs ARES
+1,196.0%
-948.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.4% |
| 7D | -2.8% | -1.7% | -1.2% | -2.6% |
| 30D | -6.0% | +0.3% | -6.3% | -6.1% |
| 3M | -5.6% | +8.5% | -14.1% | -7.1% |
| 6M | -21.9% | +23.5% | -45.3% | -25.0% |
| YTD | -14.7% | -11.2% | -3.5% | -14.1% |
| 1Y | -17.3% | -19.3% | +2.0% | -15.6% |
| 3Y | -2.2% | +48.7% | -50.8% | -13.1% |
| 5Y | +20.3% | +106.5% | -86.2% | -2.4% |
| 10Y | +180.7% | +1,055.3% | -874.6% | +75.3% |
| All | +247.9% | +1,196.0% | -948.1% | +112.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling