+1,069.1%
MPC vs ARES
+1,196.0%
-126.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.6% |
| 7D | +5.4% | -1.7% | +7.1% | +6.0% |
| 30D | +31.0% | +0.3% | +30.7% | +30.6% |
| 3M | +46.0% | +8.5% | +37.6% | +40.4% |
| 6M | +77.3% | +23.5% | +53.8% | +59.9% |
| YTD | +141.9% | -11.2% | +153.1% | +144.9% |
| 1Y | +120.9% | -19.3% | +140.2% | +130.2% |
| 3Y | +182.7% | +48.7% | +134.0% | +122.8% |
| 5Y | +646.4% | +106.5% | +539.9% | +390.7% |
| 10Y | +1,138.7% | +1,055.3% | +83.4% | +342.4% |
| All | +1,069.1% | +1,196.0% | -126.9% | +281.1% |
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 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