+1,106.2%
MPC vs ARES
+1,313.3%
-207.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.2% | +0.4% | +3.1% |
| 7D | -9.4% | +5.0% | -14.4% | -11.2% |
| 30D | -14.3% | +19.1% | -33.4% | -20.1% |
| 3M | +31.1% | +3.1% | +28.0% | +28.5% |
| 6M | +60.3% | +12.9% | +47.4% | +49.7% |
| YTD | +142.5% | -10.7% | +153.2% | +143.6% |
| 1Y | +104.6% | -5.5% | +110.1% | +100.0% |
| 3Y | +191.7% | +45.0% | +146.7% | +126.3% |
| 5Y | +549.2% | +87.4% | +461.8% | +325.8% |
| 10Y | +1,106.2% | +1,267.4% | -161.2% | +274.1% |
| All | +1,106.2% | +1,313.3% | -207.1% | +274.1% |
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 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