+354.4%
ARKK vs MTUM
+428.8%
-74.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | -1.0% |
| 7D | -3.1% | +0.7% | -3.8% | -4.0% |
| 30D | +2.7% | -2.4% | +5.2% | +5.8% |
| 3M | +10.8% | -3.6% | +14.4% | +13.4% |
| 6M | +14.4% | +23.7% | -9.3% | -16.6% |
| YTD | +8.7% | +22.9% | -14.3% | -20.0% |
| 1Y | +6.7% | +21.8% | -15.0% | -19.9% |
| 3Y | +87.4% | +114.4% | -27.0% | -31.4% |
| 5Y | -29.5% | +79.6% | -109.0% | -66.0% |
| 10Y | +331.8% | +356.2% | -24.4% | -14.7% |
| All | +354.4% | +428.8% | -74.4% | -22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM 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 MTUM 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