+80.5%
MDT vs ARKK
+350.7%
-270.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.1% |
| 7D | -1.6% | -4.7% | +3.1% | -0.6% |
| 30D | +1.0% | +3.1% | -2.0% | +0.2% |
| 3M | +15.2% | +13.8% | +1.4% | +11.4% |
| 6M | +3.7% | +14.0% | -10.3% | -0.3% |
| YTD | -3.0% | +8.0% | -11.0% | -5.8% |
| 1Y | +2.5% | +9.9% | -7.5% | -1.6% |
| 3Y | +26.5% | +90.2% | -63.7% | +2.3% |
| 5Y | -18.3% | -29.9% | +11.6% | -16.1% |
| 10Y | +40.2% | +329.1% | -289.0% | -39.0% |
| All | +80.5% | +350.7% | -270.3% | -24.6% |
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