+116.3%
MP vs ARES
+37.2%
+79.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.3% | -3.8% | -5.2% |
| 7D | -19.0% | +4.9% | -23.9% | -20.6% |
| 30D | -30.5% | +13.6% | -44.0% | -33.9% |
| 3M | -29.6% | -3.3% | -26.3% | -29.0% |
| 6M | -50.4% | +11.0% | -61.4% | -52.9% |
| YTD | -33.2% | -14.4% | -18.8% | -30.0% |
| 1Y | -38.6% | -9.1% | -29.4% | -37.5% |
| All | +116.3% | +37.2% | +79.1% | +69.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling