+336.9%
ARKK vs MOD
+1,486.8%
-1,149.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.3% | +1.6% | -1.0% |
| 7D | +1.4% | +3.6% | -2.2% | +0.5% |
| 30D | +5.1% | -2.6% | +7.8% | +5.6% |
| 3M | +12.7% | -33.1% | +45.9% | +22.8% |
| 6M | +13.8% | -7.5% | +21.3% | +13.1% |
| YTD | +9.9% | +39.3% | -29.4% | -2.6% |
| 1Y | +10.4% | +34.3% | -23.8% | -2.3% |
| 3Y | +93.6% | +296.2% | -202.6% | +26.5% |
| 5Y | -29.4% | +1,504.6% | -1,533.9% | -67.3% |
| 10Y | +336.9% | +1,511.5% | -1,174.7% | +77.8% |
| All | +336.9% | +1,486.8% | -1,149.9% | +77.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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