+158.4%
MMM vs ARKK
+90.5%
+67.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -0.5% |
| 7D | -0.4% | -0.6% | +0.2% | -0.3% |
| 30D | +12.1% | -11.2% | +23.4% | +15.2% |
| 3M | +1.4% | -9.2% | +10.6% | +3.2% |
| 6M | +26.6% | -3.9% | +30.5% | +26.3% |
| YTD | +16.8% | -2.5% | +19.3% | +15.5% |
| 1Y | +10.1% | -2.7% | +12.8% | +8.7% |
| 3Y | +158.4% | +87.9% | +70.5% | +105.7% |
| All | +158.4% | +90.5% | +67.9% | +105.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling