+351.6%
ARKK vs MCO
+430.2%
-78.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -0.6% |
| 7D | -4.7% | -7.3% | +2.6% | +1.0% |
| 30D | +3.1% | -1.7% | +4.8% | +4.2% |
| 3M | +13.8% | +3.9% | +9.8% | +9.3% |
| 6M | +14.0% | +3.8% | +10.1% | +9.0% |
| YTD | +8.0% | -7.9% | +15.9% | +12.0% |
| 1Y | +9.9% | -6.8% | +16.8% | +12.1% |
| 3Y | +90.2% | +40.9% | +49.2% | +39.6% |
| 5Y | -29.9% | +27.5% | -57.4% | -44.0% |
| 10Y | +329.1% | +381.4% | -52.3% | +53.7% |
| All | +351.6% | +430.2% | -78.6% | +55.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling