+1,034.3%
MPC vs ARES
+1,149.6%
-115.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.3% | -1.6% | -3.1% |
| 7D | -12.8% | +4.9% | -17.7% | -14.5% |
| 30D | -12.7% | +13.6% | -26.3% | -17.0% |
| 3M | +27.1% | -3.3% | +30.4% | +27.4% |
| 6M | +45.8% | +11.0% | +34.8% | +37.3% |
| YTD | +134.7% | -14.4% | +149.1% | +138.9% |
| 1Y | +106.0% | -9.1% | +115.2% | +104.1% |
| 3Y | +165.5% | +37.1% | +128.4% | +114.8% |
| 5Y | +540.9% | +83.3% | +457.6% | +339.9% |
| 10Y | +1,133.6% | +1,201.6% | -67.9% | +328.0% |
| All | +1,034.3% | +1,149.6% | -115.3% | +271.7% |
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