+477.2%
MCK vs ARES
+1,117.3%
-640.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | 0.0% |
| 7D | -2.9% | -6.1% | +3.2% | -2.1% |
| 30D | +0.4% | -7.5% | +7.9% | +1.4% |
| 3M | +12.1% | +0.1% | +12.0% | +11.6% |
| 6M | -5.4% | +30.3% | -35.7% | -9.9% |
| YTD | +7.8% | -16.6% | +24.4% | +9.4% |
| 1Y | +22.9% | -26.1% | +49.0% | +27.1% |
| 3Y | +110.7% | +36.4% | +74.3% | +85.7% |
| 5Y | +346.2% | +95.0% | +251.2% | +249.0% |
| 10Y | +440.1% | +977.4% | -537.3% | +190.8% |
| All | +477.2% | +1,117.3% | -640.1% | +197.5% |
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