+1,020.5%
MPC vs ARES
+1,152.0%
-131.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.3% |
| 7D | -16.2% | +4.5% | -20.7% | -17.7% |
| 30D | -15.7% | +15.7% | -31.5% | -20.4% |
| 3M | +24.9% | -2.0% | +26.9% | +24.7% |
| 6M | +52.7% | +10.4% | +42.2% | +44.1% |
| YTD | +131.9% | -14.2% | +146.1% | +135.8% |
| 1Y | +96.6% | -7.8% | +104.4% | +93.7% |
| 3Y | +163.8% | +41.4% | +122.4% | +110.9% |
| 5Y | +533.1% | +83.7% | +449.5% | +334.2% |
| 10Y | +1,118.6% | +1,204.1% | -85.4% | +322.5% |
| All | +1,020.5% | +1,152.0% | -131.5% | +267.0% |
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