+359.8%
ARKK vs MKC
+83.8%
+276.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.6% |
| 7D | +1.4% | -4.3% | +5.7% | +2.5% |
| 30D | +5.1% | -3.1% | +8.2% | +5.8% |
| 3M | +12.7% | +6.8% | +5.9% | +10.3% |
| 6M | +13.8% | -18.3% | +32.2% | +19.2% |
| YTD | +9.9% | -23.1% | +33.0% | +16.3% |
| 1Y | +10.4% | -23.7% | +34.1% | +16.7% |
| 3Y | +93.6% | -31.0% | +124.6% | +108.0% |
| 5Y | -29.4% | -33.5% | +4.2% | -24.8% |
| 10Y | +336.9% | +30.3% | +306.6% | +273.6% |
| All | +359.8% | +83.8% | +276.0% | +240.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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