+339.0%
MCK vs ARES
+94.4%
+244.6%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | +0.1% |
| 7D | -2.9% | -6.1% | +3.2% | -2.9% |
| 30D | +0.4% | -7.5% | +7.9% | +0.4% |
| 3M | +12.1% | +0.1% | +12.0% | +12.1% |
| 6M | -5.4% | +30.3% | -35.7% | -5.7% |
| YTD | +7.8% | -16.6% | +24.4% | +8.7% |
| 1Y | +22.9% | -26.1% | +49.0% | +24.6% |
| 3Y | +110.7% | +36.4% | +74.3% | +98.8% |
| All | +339.0% | +94.4% | +244.6% | +283.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling