-10.9%
MP vs ARES
+82.0%
-92.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.0% | +2.5% | +3.0% |
| 7D | +9.5% | +0.5% | +9.0% | +9.2% |
| 30D | -3.0% | +19.7% | -22.6% | -12.3% |
| 3M | -30.4% | -9.0% | -21.4% | -27.3% |
| 6M | -39.2% | +11.5% | -50.7% | -43.9% |
| YTD | -23.3% | -13.8% | -9.4% | -19.7% |
| 1Y | -32.6% | -5.6% | -27.1% | -33.7% |
| 3Y | +159.3% | +36.1% | +123.2% | +80.8% |
| All | -10.9% | +82.0% | -92.8% | -49.9% |
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 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