+1,216.8%
ARES vs MLM
+185.4%
+1,031.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +1.1% |
| 7D | +4.5% | -4.1% | +8.7% | +6.8% |
| 30D | +15.7% | +8.2% | +7.6% | +11.4% |
| 3M | -2.0% | -3.6% | +1.6% | -0.4% |
| 6M | +10.4% | -15.6% | +26.0% | +19.2% |
| YTD | -14.2% | -16.4% | +2.2% | -7.7% |
| 1Y | -7.8% | -14.3% | +6.6% | -2.0% |
| 3Y | +41.4% | +19.3% | +22.1% | +27.7% |
| 5Y | +83.7% | +29.6% | +54.1% | +57.7% |
| All | +1,216.8% | +185.4% | +1,031.4% | +681.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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