+373.4%
APLD vs MDB
-5.3%
+378.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.1% | +5.9% | +2.9% |
| 7D | +4.1% | -17.4% | +21.5% | +9.1% |
| 30D | -11.7% | -2.0% | -9.7% | -12.3% |
| 3M | -40.3% | -3.0% | -37.3% | -40.7% |
| 6M | -8.0% | +48.7% | -56.6% | -21.9% |
| YTD | +7.5% | -12.1% | +19.7% | +6.4% |
| 1Y | +84.0% | +14.5% | +69.5% | +65.4% |
| All | +373.4% | -5.3% | +378.8% | +318.9% |
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