+132.8%
MMM vs ARES
+1,152.0%
-1,019.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.4% |
| 7D | +6.2% | +4.5% | +1.7% | +5.1% |
| 30D | +14.2% | +15.7% | -1.5% | +10.1% |
| 3M | +2.9% | -2.0% | +4.9% | +3.2% |
| 6M | +27.6% | +10.4% | +17.1% | +23.4% |
| YTD | +17.3% | -14.2% | +31.5% | +19.8% |
| 1Y | +15.1% | -7.8% | +22.8% | +15.1% |
| 3Y | +157.1% | +41.4% | +115.7% | +127.2% |
| 5Y | +45.1% | +83.7% | -38.6% | +17.6% |
| 10Y | +83.9% | +1,204.1% | -1,120.2% | +3.1% |
| All | +132.8% | +1,152.0% | -1,019.3% | +27.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling