+190.1%
APLD vs MDB
-9.9%
+200.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +2.7% | +7.0% | +9.0% |
| 7D | -12.7% | -11.4% | -1.3% | -9.3% |
| 30D | -34.7% | -13.8% | -20.9% | -31.3% |
| 3M | -46.1% | -15.5% | -30.7% | -44.1% |
| 6M | -64.9% | +17.9% | -82.8% | -67.7% |
| YTD | -36.6% | -25.5% | -11.1% | -34.1% |
| 1Y | -50.0% | -12.1% | -37.9% | -50.9% |
| 3Y | +190.1% | -5.9% | +196.0% | +144.5% |
| All | +190.1% | -9.9% | +200.0% | +144.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling