-28.1%
ARKK vs MCO
+28.6%
-56.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | -0.9% |
| 7D | -3.1% | -3.8% | +0.7% | +0.3% |
| 30D | +2.7% | -0.4% | +3.1% | +2.8% |
| 3M | +10.8% | +7.7% | +3.0% | +1.8% |
| 6M | +14.4% | +7.0% | +7.4% | +4.9% |
| YTD | +8.7% | -6.4% | +15.1% | +11.8% |
| 1Y | +6.7% | -7.6% | +14.4% | +10.0% |
| 3Y | +87.4% | +43.2% | +44.2% | +15.2% |
| All | -28.1% | +28.6% | -56.7% | -54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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