+1,098.3%
MPC vs ARES
+1,270.2%
-171.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | 0.0% |
| 7D | -8.8% | +8.1% | -17.0% | -11.6% |
| 30D | -14.4% | +18.9% | -33.3% | -20.2% |
| 3M | +21.9% | +2.3% | +19.6% | +19.8% |
| 6M | +60.1% | +12.7% | +47.4% | +49.6% |
| YTD | +142.3% | -10.8% | +153.1% | +143.5% |
| 1Y | +101.7% | -5.3% | +107.0% | +97.0% |
| 3Y | +184.8% | +42.0% | +142.7% | +122.4% |
| 5Y | +564.6% | +88.3% | +476.3% | +333.1% |
| 10Y | +1,098.3% | +1,148.2% | -49.9% | +270.2% |
| All | +1,098.3% | +1,270.2% | -171.9% | +270.2% |
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 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