+192.2%
APLD vs MDB
-26.3%
+218.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -7.2% | -7.4% | -12.2% |
| 7D | -27.0% | -20.9% | -6.1% | -20.5% |
| 30D | -44.1% | -15.6% | -28.5% | -40.2% |
| 3M | -52.6% | -19.1% | -33.5% | -49.8% |
| 6M | -64.5% | +14.2% | -78.7% | -67.8% |
| YTD | -42.2% | -27.4% | -14.8% | -39.7% |
| 1Y | -57.2% | -13.0% | -44.1% | -58.6% |
| 3Y | +159.5% | -11.2% | +170.8% | +121.4% |
| All | +192.2% | -26.3% | +218.5% | +145.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling