+446.5%
APLD vs MDLZ
-4.0%
+450.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.6% | +6.8% | +7.4% |
| 7D | +16.6% | 0.0% | +16.5% | +16.5% |
| 30D | -3.1% | -1.6% | -1.5% | -3.2% |
| 3M | -30.9% | +0.9% | -31.7% | -31.1% |
| 6M | +12.6% | +7.3% | +5.3% | +10.7% |
| YTD | +15.5% | +16.4% | -1.0% | +12.2% |
| 1Y | +103.5% | +3.0% | +100.6% | +100.0% |
| 3Y | +446.5% | -3.7% | +450.2% | +439.7% |
| All | +446.5% | -4.0% | +450.5% | +439.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLZ.
Daily Out/Under-Performance
Portfolio return minus MDLZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLZ 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 MDLZ 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