+5,744.5%
MU vs ARKK
+329.1%
+5,415.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.8% | -3.1% | -3.7% |
| 7D | +2.0% | -4.7% | +6.7% | +5.2% |
| 30D | +12.5% | +3.1% | +9.5% | +10.1% |
| 3M | +9.6% | +13.8% | -4.2% | +1.5% |
| 6M | +142.6% | +14.0% | +128.7% | +125.8% |
| YTD | +242.7% | +8.0% | +234.7% | +228.6% |
| 1Y | +599.3% | +9.9% | +589.3% | +565.6% |
| 3Y | +1,308.3% | +90.2% | +1,218.1% | +831.4% |
| 5Y | +1,263.7% | -29.9% | +1,293.6% | +1,499.9% |
| All | +5,744.5% | +329.1% | +5,415.4% | +1,373.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling