+267.3%
MP vs ARES
+333.1%
-65.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +1.3% |
| 7D | +2.3% | +0.8% | +1.5% | +2.0% |
| 30D | -15.3% | +16.7% | -32.0% | -22.5% |
| 3M | -33.5% | -2.6% | -30.9% | -33.0% |
| 6M | -45.5% | +13.0% | -58.5% | -50.1% |
| YTD | -27.3% | -11.7% | -15.6% | -25.0% |
| 1Y | -40.7% | -6.7% | -34.0% | -41.1% |
| 3Y | +145.9% | +40.5% | +105.3% | +69.9% |
| 5Y | -13.9% | +88.2% | -102.1% | -53.9% |
| All | +267.3% | +333.1% | -65.8% | +26.9% |
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 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