+351.6%
ARKK vs MXL
+868.4%
-516.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.0% | +1.3% | -1.0% |
| 7D | -4.7% | +16.6% | -21.3% | -8.7% |
| 30D | +3.1% | +0.5% | +2.6% | +1.7% |
| 3M | +13.8% | -3.6% | +17.4% | +7.8% |
| 6M | +14.0% | +328.0% | -314.1% | -41.2% |
| YTD | +8.0% | +297.8% | -289.8% | -43.5% |
| 1Y | +9.9% | +339.4% | -329.5% | -45.2% |
| 3Y | +90.2% | +201.7% | -111.6% | -8.4% |
| 5Y | -29.9% | +32.8% | -62.7% | -56.2% |
| 10Y | +329.1% | +274.8% | +54.3% | +77.7% |
| All | +351.6% | +868.4% | -516.8% | +63.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling