+111.9%
MMM vs ARES
+1,196.0%
-1,084.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.0% |
| 6M | +5.8% | +23.5% | -17.7% | -1.0% |
| YTD | +6.8% | -11.2% | +18.0% | +8.2% |
| 1Y | +10.4% | -19.3% | +29.7% | +14.2% |
| 3Y | +104.7% | +48.7% | +56.0% | +78.6% |
| 5Y | +23.6% | +106.5% | -83.0% | -2.7% |
| 10Y | +54.1% | +1,055.3% | -1,001.2% | -13.6% |
| All | +111.9% | +1,196.0% | -1,084.1% | +15.3% |
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