+443.7%
APLD vs MDB
-10.8%
+454.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.1% | +5.9% | +3.1% |
| 7D | +4.1% | -17.4% | +21.5% | +10.3% |
| 30D | -11.7% | -2.0% | -9.7% | -12.4% |
| 3M | -40.3% | -3.0% | -37.3% | -40.9% |
| 6M | -8.0% | +48.7% | -56.6% | -24.4% |
| YTD | +7.5% | -12.1% | +19.7% | +5.2% |
| 1Y | +84.0% | +14.5% | +69.5% | +61.2% |
| 3Y | +356.2% | -6.1% | +362.4% | +285.9% |
| All | +443.7% | -10.8% | +454.5% | +328.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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