+433.8%
MAR vs ARKK
+331.8%
+102.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.5% |
| 7D | -0.5% | -3.1% | +2.5% | +0.5% |
| 30D | -5.4% | +2.7% | -8.1% | -6.6% |
| 3M | -15.5% | +10.8% | -26.3% | -19.3% |
| 6M | +3.0% | +14.4% | -11.4% | -3.3% |
| YTD | +8.5% | +8.7% | -0.1% | +3.3% |
| 1Y | +26.0% | +6.7% | +19.2% | +19.5% |
| 3Y | +68.6% | +87.4% | -18.8% | +24.4% |
| 5Y | +157.4% | -29.5% | +186.8% | +163.1% |
| All | +433.8% | +331.8% | +102.0% | +111.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ARKK.
Daily Out/Under-Performance
Portfolio return minus ARKK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARKK 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 ARKK 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