-6.1%
MP vs ARES
+88.1%
-94.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.1% | -1.1% | +0.8% |
| 7D | -3.6% | +8.1% | -11.7% | -7.7% |
| 30D | -21.0% | +18.9% | -39.9% | -28.3% |
| 3M | -33.3% | +2.3% | -35.6% | -34.6% |
| 6M | -45.9% | +12.7% | -58.6% | -50.4% |
| YTD | -27.8% | -10.8% | -17.1% | -25.8% |
| 1Y | -43.2% | -5.3% | -37.9% | -43.9% |
| 3Y | +144.0% | +42.0% | +102.0% | +66.3% |
| 5Y | -6.1% | +88.3% | -94.4% | -48.1% |
| All | -6.1% | +88.1% | -94.2% | -48.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling