+338.5%
ARKK vs MLM
+204.6%
+133.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.4% | +0.1% |
| 7D | +3.6% | +1.4% | +2.2% | +2.8% |
| 30D | +8.4% | -6.5% | +14.9% | +12.3% |
| 3M | +13.4% | -7.4% | +20.9% | +17.2% |
| 6M | +18.9% | -15.8% | +34.7% | +29.1% |
| YTD | +11.9% | -17.4% | +29.3% | +22.1% |
| 1Y | +13.1% | -17.9% | +31.0% | +23.6% |
| 3Y | +97.1% | +18.9% | +78.2% | +76.0% |
| 5Y | -27.8% | +43.4% | -71.2% | -40.6% |
| 10Y | +338.5% | +206.2% | +132.3% | +160.9% |
| All | +338.5% | +204.6% | +133.9% | +160.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 10y: compounded portfolio wealth divided by compounded MLM 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…
10y analysis · Full analysis span regression · 6 months rolling