+290.7%
MRK vs ARES
+1,157.9%
-867.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.4% |
| 7D | +0.7% | +0.5% | +0.2% | +0.6% |
| 30D | +0.3% | +19.7% | -19.4% | -1.9% |
| 3M | +9.7% | -9.0% | +18.6% | +10.8% |
| 6M | +32.0% | +11.5% | +20.4% | +29.8% |
| YTD | +43.3% | -13.8% | +57.1% | +44.7% |
| 1Y | +63.7% | -5.6% | +69.3% | +63.1% |
| 3Y | +58.0% | +36.1% | +21.9% | +46.1% |
| 5Y | +105.0% | +82.7% | +22.3% | +76.9% |
| 10Y | +228.6% | +1,101.7% | -873.1% | +109.4% |
| All | +290.7% | +1,157.9% | -867.2% | +145.3% |
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