+293.9%
MCD vs ARKK
+306.9%
-13.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | -0.3% |
| 7D | -1.6% | -0.6% | -1.0% | -1.6% |
| 30D | +14.1% | -11.2% | +25.4% | +15.8% |
| 3M | +0.6% | -9.2% | +9.8% | +1.6% |
| 6M | 0.0% | -3.9% | +3.9% | -0.2% |
| YTD | -9.3% | -2.5% | -6.8% | -10.0% |
| 1Y | -9.3% | -2.7% | -6.6% | -10.1% |
| 3Y | +8.6% | +87.9% | -79.3% | -6.5% |
| 5Y | +21.9% | -35.7% | +57.6% | +28.3% |
| 10Y | +202.8% | +299.2% | -96.4% | +71.2% |
| All | +293.9% | +306.9% | -13.1% | +117.9% |
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