+1,164.6%
ARES vs MLM
+353.3%
+811.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.5% |
| 7D | -1.7% | -2.9% | +1.2% | -0.5% |
| 30D | +0.3% | -6.8% | +7.1% | +3.2% |
| 3M | +8.5% | -11.2% | +19.7% | +13.7% |
| 6M | +23.5% | -21.8% | +45.3% | +36.1% |
| YTD | -11.2% | -17.0% | +5.7% | -5.0% |
| 1Y | -19.3% | -16.4% | -2.9% | -13.9% |
| 3Y | +48.7% | +14.5% | +34.2% | +38.9% |
| 5Y | +106.5% | +41.7% | +64.8% | +77.4% |
| 10Y | +1,055.3% | +200.0% | +855.3% | +655.7% |
| All | +1,164.6% | +353.3% | +811.4% | +679.2% |
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 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