+331.8%
ARKK vs MXL
+313.4%
+18.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +7.5% | -6.9% | -1.5% |
| 7D | -3.1% | +18.9% | -21.9% | -7.9% |
| 30D | +2.7% | +0.3% | +2.4% | +1.4% |
| 3M | +10.8% | -8.0% | +18.8% | +6.2% |
| 6M | +14.4% | +341.2% | -326.9% | -44.2% |
| YTD | +8.7% | +327.8% | -319.2% | -47.0% |
| 1Y | +6.7% | +364.9% | -358.2% | -50.3% |
| 3Y | +87.4% | +229.2% | -141.8% | -17.6% |
| 5Y | -29.5% | +42.8% | -72.2% | -58.1% |
| All | +331.8% | +313.4% | +18.4% | +55.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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