+224.4%
MRK vs ARES
+979.8%
-755.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.6% |
| 7D | -4.3% | -6.1% | +1.8% | -3.5% |
| 30D | +8.3% | -7.5% | +15.8% | +9.3% |
| 3M | +20.0% | +0.1% | +19.9% | +19.8% |
| 6M | +25.7% | +30.3% | -4.6% | +21.1% |
| YTD | +38.7% | -16.6% | +55.4% | +40.9% |
| 1Y | +74.7% | -26.1% | +100.8% | +79.8% |
| 3Y | +45.4% | +36.4% | +8.9% | +33.6% |
| 5Y | +129.0% | +95.0% | +34.1% | +93.1% |
| All | +224.4% | +979.8% | -755.4% | +108.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling