+276.3%
MCD vs ARES
+1,152.0%
-875.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | +7.1% | +4.5% | +2.6% | +6.4% |
| 30D | +19.8% | +15.7% | +4.0% | +17.1% |
| 3M | +0.8% | -2.0% | +2.8% | +1.0% |
| 6M | -1.3% | +10.4% | -11.7% | -3.3% |
| YTD | -7.8% | -14.2% | +6.5% | -6.7% |
| 1Y | -5.0% | -7.8% | +2.8% | -5.1% |
| 3Y | +10.5% | +41.4% | -30.8% | -0.9% |
| 5Y | +22.0% | +83.7% | -61.7% | +1.2% |
| 10Y | +216.7% | +1,204.1% | -987.4% | +97.4% |
| All | +276.3% | +1,152.0% | -875.8% | +130.9% |
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