+308.8%
ARKK vs MOD
+920.5%
-611.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.9% | +0.5% | -1.7% |
| 7D | -4.0% | -17.8% | +13.8% | -0.1% |
| 30D | -14.0% | -43.2% | +29.3% | -2.2% |
| 3M | -4.2% | -46.0% | +41.9% | +9.7% |
| 6M | -2.6% | -62.2% | +59.7% | +19.5% |
| YTD | +0.2% | -22.8% | +23.0% | +1.1% |
| 1Y | -6.9% | -35.5% | +28.5% | -2.6% |
| 3Y | +94.1% | +128.2% | -34.2% | +43.8% |
| 5Y | -32.7% | +791.6% | -824.3% | -64.4% |
| 10Y | +308.8% | +886.3% | -577.5% | +96.9% |
| All | +308.8% | +920.5% | -611.6% | +96.9% |
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