+157.1%
MMM vs ARES
+37.4%
+119.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.4% |
| 7D | +6.2% | +4.5% | +1.7% | +5.0% |
| 30D | +14.2% | +15.7% | -1.5% | +9.9% |
| 3M | +2.9% | -2.0% | +4.9% | +3.2% |
| 6M | +27.6% | +10.4% | +17.1% | +23.2% |
| YTD | +17.3% | -14.2% | +31.5% | +21.3% |
| 1Y | +15.1% | -7.8% | +22.8% | +15.7% |
| 3Y | +157.1% | +41.4% | +115.7% | +152.4% |
| All | +157.1% | +37.4% | +119.7% | +152.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling