+254.1%
MP vs ARES
+320.8%
-66.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.2% | +4.8% | +4.8% |
| 7D | -10.5% | +4.5% | -15.1% | -13.0% |
| 30D | -23.5% | +15.7% | -39.3% | -29.8% |
| 3M | -25.4% | -2.0% | -23.4% | -25.2% |
| 6M | -51.3% | +10.4% | -61.7% | -54.9% |
| YTD | -29.9% | -14.2% | -15.7% | -26.6% |
| 1Y | -31.8% | -7.8% | -24.1% | -32.0% |
| 3Y | +127.0% | +41.4% | +85.6% | +55.1% |
| 5Y | -3.3% | +83.7% | -87.0% | -47.6% |
| All | +254.1% | +320.8% | -66.7% | +24.2% |
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