+329.4%
ARKK vs MOD
+762.3%
-432.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +9.9% | -5.2% | +2.3% |
| 7D | 0.0% | -13.9% | +14.0% | +2.9% |
| 30D | -11.9% | -41.5% | +29.7% | -0.7% |
| 3M | -0.6% | -45.7% | +45.2% | +13.3% |
| 6M | -0.2% | -61.1% | +60.9% | +21.2% |
| YTD | +2.7% | -20.5% | +23.2% | +2.9% |
| 1Y | -2.2% | -32.1% | +29.9% | +1.1% |
| 3Y | +102.0% | +146.5% | -44.4% | +48.1% |
| 5Y | -33.4% | +812.7% | -846.1% | -64.5% |
| 10Y | +327.1% | +966.8% | -639.8% | +89.4% |
| All | +329.4% | +762.3% | -432.9% | +103.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling