+95.0%
MO vs ARKK
+89.0%
+6.0%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.3% |
| 7D | +0.1% | -3.1% | +3.2% | 0.0% |
| 30D | +7.1% | +2.7% | +4.4% | +7.3% |
| 3M | -2.0% | +10.8% | -12.7% | -1.2% |
| 6M | +7.3% | +14.4% | -7.1% | +8.3% |
| YTD | +23.5% | +8.7% | +14.8% | +24.6% |
| 1Y | +11.0% | +6.7% | +4.3% | +12.0% |
| 3Y | +95.0% | +87.4% | +7.6% | +93.0% |
| All | +95.0% | +89.0% | +6.0% | +93.0% |
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