-25.1%
MARA vs ARKK
+15.4%
-40.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.4% | -1.0% |
| 7D | +6.0% | +1.9% | +4.1% | +3.5% |
| 30D | +0.6% | +13.2% | -12.6% | -15.9% |
| 3M | -18.5% | +7.7% | -26.2% | -26.2% |
| 6M | +21.7% | +15.1% | +6.7% | -0.5% |
| YTD | +25.9% | +12.1% | +13.9% | +7.8% |
| 1Y | -25.1% | +14.9% | -40.1% | -42.3% |
| All | -25.1% | +15.4% | -40.6% | -42.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling