+229.3%
APLD vs MDB
-19.2%
+248.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.6% | -4.1% | -5.2% |
| 7D | +2.7% | +6.8% | -4.1% | +0.5% |
| 30D | -21.4% | -6.2% | -15.2% | -18.9% |
| 3M | -47.8% | -29.2% | -18.6% | -42.0% |
| 6M | -64.9% | +10.3% | -75.2% | -67.4% |
| YTD | -34.9% | -20.4% | -14.5% | -34.1% |
| 1Y | -30.7% | -4.8% | -25.9% | -35.1% |
| 3Y | +305.3% | -11.6% | +316.9% | +251.3% |
| All | +229.3% | -19.2% | +248.4% | +168.7% |
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