+89.6%
MMM vs ARKK
+367.1%
-277.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.5% | -0.6% |
| 7D | -1.6% | +3.6% | -5.2% | -2.5% |
| 30D | -8.0% | +8.4% | -16.4% | -9.9% |
| 3M | +9.4% | +13.4% | -4.1% | +5.6% |
| 6M | +10.2% | +18.9% | -8.7% | +4.8% |
| YTD | +6.1% | +11.9% | -5.8% | +2.2% |
| 1Y | +10.8% | +13.1% | -2.3% | +5.8% |
| 3Y | +104.8% | +97.1% | +7.7% | +66.7% |
| 5Y | +27.0% | -27.8% | +54.8% | +24.9% |
| 10Y | +53.8% | +338.5% | -284.7% | -23.0% |
| All | +89.6% | +367.1% | -277.5% | -7.3% |
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