+84.0%
APLD vs MCK
+32.0%
+52.0%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.5% | +3.2% | +0.9% |
| 7D | +4.1% | +1.7% | +2.3% | +5.2% |
| 30D | -11.7% | +3.6% | -15.3% | -9.7% |
| 3M | -40.3% | +20.1% | -60.4% | -33.2% |
| 6M | -8.0% | -7.0% | -0.9% | -5.8% |
| YTD | +7.5% | +11.0% | -3.5% | +22.4% |
| 1Y | +84.0% | +31.8% | +52.2% | +131.8% |
| All | +84.0% | +32.0% | +52.0% | +131.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MCK.
Daily Out/Under-Performance
Portfolio return minus MCK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCK 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 1y: compounded portfolio wealth divided by compounded MCK 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…
1y analysis · Full analysis span regression · 6 months rolling