+1,119.4%
ARES vs MLM
+364.8%
+754.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.2% | +2.9% | -0.1% |
| 7D | +4.9% | -1.2% | +6.1% | +5.5% |
| 30D | +13.6% | +7.9% | +5.6% | +10.0% |
| 3M | -3.3% | -4.5% | +1.1% | -1.5% |
| 6M | +11.0% | -12.6% | +23.7% | +17.0% |
| YTD | -14.4% | -14.9% | +0.5% | -9.4% |
| 1Y | -9.1% | -13.1% | +3.9% | -4.7% |
| 3Y | +37.1% | +21.2% | +15.9% | +25.4% |
| 5Y | +83.3% | +32.0% | +51.3% | +60.8% |
| 10Y | +1,201.6% | +195.3% | +1,006.2% | +748.5% |
| All | +1,119.4% | +364.8% | +754.6% | +643.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling