+126.5%
MDLZ vs ARKK
+367.9%
-241.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.2% |
| 7D | -1.7% | +1.9% | -3.7% | -2.0% |
| 30D | -2.1% | +13.2% | -15.3% | -3.6% |
| 3M | +1.3% | +7.7% | -6.4% | 0.0% |
| 6M | +6.2% | +15.1% | -8.9% | +3.7% |
| YTD | +15.8% | +12.1% | +3.7% | +13.3% |
| 1Y | +4.1% | +14.9% | -10.8% | +1.1% |
| 3Y | -4.1% | +99.3% | -103.4% | -16.6% |
| 5Y | +13.4% | -29.9% | +43.3% | +17.1% |
| 10Y | +75.7% | +351.6% | -275.9% | -9.9% |
| All | +126.5% | +367.9% | -241.4% | +9.3% |
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 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