+29.4%
MMM vs ARES
+105.6%
-76.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.4% |
| 7D | -3.3% | -1.7% | -1.6% | -2.9% |
| 30D | -7.0% | +0.3% | -7.3% | -7.2% |
| 3M | +10.8% | +8.5% | +2.3% | +7.7% |
| 6M | +5.8% | +23.5% | -17.7% | -1.7% |
| YTD | +6.8% | -11.2% | +18.0% | +8.8% |
| 1Y | +10.4% | -19.3% | +29.7% | +15.3% |
| 3Y | +104.7% | +48.7% | +56.0% | +74.4% |
| All | +29.4% | +105.6% | -76.2% | -1.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling