+1,148.2%
ARES vs MLM
+149.0%
+999.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.1% |
| 7D | +8.1% | -2.9% | +11.0% | +9.7% |
| 30D | +18.9% | +10.4% | +8.5% | +13.3% |
| 3M | +2.3% | -3.7% | +6.1% | +4.2% |
| 6M | +12.7% | -10.3% | +23.0% | +18.2% |
| YTD | -10.8% | -14.8% | +4.0% | -4.8% |
| 1Y | -5.3% | -13.9% | +8.6% | +0.4% |
| 3Y | +42.0% | +18.4% | +23.7% | +28.6% |
| 5Y | +88.3% | +31.8% | +56.5% | +60.0% |
| 10Y | +1,148.2% | +143.4% | +1,004.8% | +657.2% |
| All | +1,148.2% | +149.0% | +999.2% | +657.2% |
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