+310.3%
ARKK vs MLM
+387.8%
-77.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.8% | +5.0% | +4.1% |
| 7D | -6.6% | -4.1% | -2.4% | -4.6% |
| 30D | -14.5% | +8.2% | -22.7% | -18.0% |
| 3M | -0.4% | -3.6% | +3.2% | +1.0% |
| 6M | -5.2% | -15.6% | +10.4% | +1.7% |
| YTD | -1.9% | -16.4% | +14.5% | +5.3% |
| 1Y | -6.7% | -14.3% | +7.6% | -1.1% |
| 3Y | +89.7% | +19.3% | +70.4% | +71.3% |
| 5Y | -37.3% | +29.6% | -66.9% | -45.3% |
| 10Y | +324.8% | +189.9% | +134.9% | +163.7% |
| All | +310.3% | +387.8% | -77.5% | +124.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling