+249.5%
APLD vs MDLZ
+18.4%
+231.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.2% | -5.2% | -5.3% |
| 7D | +19.6% | -0.4% | +20.0% | +19.7% |
| 30D | -24.5% | +8.2% | -32.7% | -26.2% |
| 3M | -45.6% | +8.0% | -53.6% | -47.0% |
| 6M | -61.4% | +9.7% | -71.2% | -63.3% |
| YTD | -30.9% | +26.9% | -57.7% | -39.3% |
| 1Y | -35.8% | +20.9% | -56.7% | -42.3% |
| 3Y | +261.4% | +5.3% | +256.1% | +234.2% |
| All | +249.5% | +18.4% | +231.1% | +118.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling