+269.3%
APLD vs MDB
-18.2%
+287.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.8% | +5.5% | +6.7% |
| 7D | +7.8% | +3.0% | +4.9% | +7.2% |
| 30D | -23.0% | -11.3% | -11.6% | -18.9% |
| 3M | -39.7% | -23.0% | -16.7% | -34.9% |
| 6M | -59.8% | +14.8% | -74.6% | -63.3% |
| YTD | -27.0% | -19.4% | -7.5% | -26.4% |
| 1Y | -37.3% | -9.0% | -28.3% | -40.1% |
| 3Y | +281.9% | -10.3% | +292.2% | +229.1% |
| All | +269.3% | -18.2% | +287.5% | +200.0% |
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