+1,267.4%
ARES vs MLM
+167.5%
+1,100.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.5% | +1.7% | +2.9% |
| 7D | +5.0% | -3.8% | +8.8% | +7.1% |
| 30D | +19.1% | +11.0% | +8.1% | +13.1% |
| 3M | +3.1% | -3.1% | +6.1% | +4.6% |
| 6M | +12.9% | -9.8% | +22.6% | +18.1% |
| YTD | -10.7% | -14.4% | +3.7% | -4.9% |
| 1Y | -5.5% | -12.6% | +7.0% | -0.6% |
| 3Y | +45.0% | +19.7% | +25.3% | +30.4% |
| 5Y | +87.4% | +29.8% | +57.6% | +60.0% |
| 10Y | +1,267.4% | +153.5% | +1,113.9% | +715.2% |
| All | +1,267.4% | +167.5% | +1,100.0% | +715.2% |
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