+149.4%
MAR vs ARKK
-29.6%
+179.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.5% |
| 7D | -0.5% | -3.1% | +2.5% | +0.4% |
| 30D | -5.4% | +2.7% | -8.1% | -6.4% |
| 3M | -15.5% | +10.8% | -26.3% | -18.6% |
| 6M | +3.0% | +14.4% | -11.4% | -2.2% |
| YTD | +8.5% | +8.7% | -0.1% | +4.2% |
| 1Y | +26.0% | +6.7% | +19.2% | +20.6% |
| 3Y | +68.6% | +87.4% | -18.8% | +31.6% |
| All | +149.4% | -29.6% | +179.0% | +124.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling