-74.1%
MARA vs ARKK
+331.8%
-405.9%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.6% | +4.2% | +3.9% |
| 7D | +5.9% | -3.1% | +9.0% | +10.6% |
| 30D | +24.3% | +2.7% | +21.6% | +20.8% |
| 3M | -12.0% | +10.8% | -22.7% | -23.4% |
| 6M | +40.1% | +14.4% | +25.7% | +16.3% |
| YTD | +33.4% | +8.7% | +24.7% | +22.7% |
| 1Y | -23.7% | +6.7% | -30.5% | -26.5% |
| 3Y | +19.0% | +87.4% | -68.4% | -41.0% |
| 5Y | -66.5% | -29.5% | -37.0% | -29.0% |
| All | -74.1% | +331.8% | -405.9% | -88.7% |
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