+368.8%
ARKK vs MLM
+384.6%
-15.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.6% |
| 7D | +1.9% | -2.9% | +4.8% | +3.3% |
| 30D | +13.2% | -6.8% | +20.0% | +17.1% |
| 3M | +7.7% | -11.2% | +18.9% | +13.2% |
| 6M | +15.1% | -21.8% | +36.9% | +28.6% |
| YTD | +12.1% | -17.0% | +29.1% | +21.1% |
| 1Y | +14.9% | -16.4% | +31.3% | +23.6% |
| 3Y | +99.3% | +14.5% | +84.8% | +83.9% |
| 5Y | -29.9% | +41.7% | -71.7% | -40.6% |
| 10Y | +351.6% | +200.0% | +151.6% | +179.2% |
| All | +368.8% | +384.6% | -15.8% | +157.9% |
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 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