+47.1%
ARKK vs MULL
+2,337.2%
-2,290.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.8% |
| 7D | -3.1% | -8.4% | +5.4% | -1.9% |
| 30D | +2.7% | +9.7% | -7.0% | +0.8% |
| 3M | +10.8% | -26.8% | +37.5% | +8.7% |
| 6M | +14.4% | +220.7% | -206.3% | -18.7% |
| YTD | +8.7% | +509.0% | -500.4% | -34.5% |
| 1Y | +6.7% | +1,739.5% | -1,732.8% | -52.0% |
| All | +47.1% | +2,337.2% | -2,290.0% | -47.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 5y: compounded portfolio wealth divided by compounded MULL 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…
5y analysis · Full analysis span regression · 6 months rolling