+53.8%
MMM vs ARES
+1,045.9%
-992.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.3% |
| 7D | -1.6% | -0.3% | -1.3% | -1.5% |
| 30D | -8.0% | +1.3% | -9.3% | -8.5% |
| 3M | +9.4% | +10.4% | -1.0% | +5.7% |
| 6M | +10.2% | +29.0% | -18.8% | +1.1% |
| YTD | +6.1% | -12.2% | +18.3% | +8.0% |
| 1Y | +10.8% | -18.4% | +29.2% | +14.7% |
| 3Y | +104.8% | +43.2% | +61.6% | +76.5% |
| 5Y | +27.0% | +102.6% | -75.6% | -3.5% |
| 10Y | +53.8% | +1,029.6% | -975.8% | -24.9% |
| All | +53.8% | +1,045.9% | -992.1% | -24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ARES.
Daily Out/Under-Performance
Portfolio return minus ARES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARES 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 ARES 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