+1.2%
MAR vs ARKK
+18.5%
-17.3%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.6% | +1.1% |
| 7D | -0.5% | +1.4% | -1.9% | -0.7% |
| 30D | -4.7% | +5.1% | -9.8% | -5.4% |
| 3M | -15.6% | +12.7% | -28.4% | -17.3% |
| 6M | +1.2% | +13.8% | -12.6% | -3.2% |
| All | +1.2% | +18.5% | -17.3% | -3.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling