+269.3%
APLD vs MDLZ
+18.6%
+250.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.2% | +7.1% | +7.3% |
| 7D | +7.8% | -1.0% | +8.8% | +8.1% |
| 30D | -23.0% | +7.9% | -30.9% | -24.7% |
| 3M | -39.7% | +8.9% | -48.6% | -41.4% |
| 6M | -59.8% | +10.5% | -70.3% | -61.9% |
| YTD | -27.0% | +27.1% | -54.1% | -35.9% |
| 1Y | -37.3% | +20.9% | -58.2% | -43.6% |
| 3Y | +281.9% | +5.5% | +276.3% | +252.9% |
| All | +269.3% | +18.6% | +250.7% | +131.2% |
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