-88.8%
MARA vs ARKK
+350.7%
-439.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.8% | -2.3% | -1.7% |
| 7D | -1.5% | -4.7% | +3.2% | +5.0% |
| 30D | +18.1% | +3.1% | +15.0% | +14.3% |
| 3M | -9.4% | +13.8% | -23.2% | -23.5% |
| 6M | +33.4% | +14.0% | +19.4% | +12.1% |
| YTD | +27.3% | +8.0% | +19.3% | +18.6% |
| 1Y | -27.9% | +9.9% | -37.9% | -33.1% |
| 3Y | +4.8% | +90.2% | -85.4% | -47.2% |
| 5Y | -68.0% | -29.9% | -38.1% | -34.0% |
| 10Y | -74.7% | +329.1% | -403.8% | -84.3% |
| All | -88.8% | +350.7% | -439.6% | -92.7% |
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 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