+351.6%
ARKK vs MET
+199.2%
+152.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.9% | -2.3% |
| 7D | -4.7% | -2.5% | -2.2% | -3.5% |
| 30D | +3.1% | 0.0% | +3.1% | +2.9% |
| 3M | +13.8% | +13.1% | +0.7% | +6.4% |
| 6M | +14.0% | +39.0% | -25.0% | -4.0% |
| YTD | +8.0% | +25.2% | -17.2% | -4.4% |
| 1Y | +9.9% | +25.6% | -15.7% | -3.0% |
| 3Y | +90.2% | +67.1% | +23.1% | +47.5% |
| 5Y | -29.9% | +85.1% | -115.0% | -47.8% |
| 10Y | +329.1% | +245.5% | +83.6% | +128.8% |
| All | +351.6% | +199.2% | +152.4% | +150.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 MET 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