+1,135.3%
MPC vs ARES
+1,145.7%
-10.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.1% | +4.5% | +3.8% |
| 7D | +2.6% | +0.8% | +1.8% | +2.3% |
| 30D | -12.2% | +16.7% | -28.9% | -17.6% |
| 3M | +20.1% | -2.6% | +22.7% | +20.1% |
| 6M | +60.6% | +13.0% | +47.6% | +49.9% |
| YTD | +150.6% | -11.7% | +162.3% | +152.8% |
| 1Y | +104.7% | -6.7% | +111.3% | +100.9% |
| 3Y | +194.5% | +40.5% | +154.0% | +130.9% |
| 5Y | +582.3% | +88.2% | +494.1% | +343.9% |
| 10Y | +1,135.3% | +1,131.0% | +4.3% | +283.9% |
| All | +1,135.3% | +1,145.7% | -10.4% | +283.9% |
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 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