+391.7%
MAR vs ARKK
+358.9%
+32.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.6% | +1.5% |
| 7D | -0.5% | +1.4% | -1.9% | -1.0% |
| 30D | -4.7% | +5.1% | -9.8% | -6.6% |
| 3M | -15.6% | +12.7% | -28.4% | -20.0% |
| 6M | +1.2% | +13.8% | -12.6% | -4.9% |
| YTD | +7.5% | +9.9% | -2.4% | +1.7% |
| 1Y | +26.6% | +10.4% | +16.2% | +18.4% |
| 3Y | +66.0% | +93.6% | -27.6% | +20.0% |
| 5Y | +154.1% | -29.4% | +183.5% | +159.4% |
| 10Y | +441.9% | +336.9% | +105.0% | +90.1% |
| All | +391.7% | +358.9% | +32.8% | +68.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling