+483.7%
APLD vs MDT
-3.1%
+486.9%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.9% | +9.2% | +8.4% |
| 7D | +16.6% | +0.4% | +16.2% | +16.2% |
| 30D | -3.1% | +6.0% | -9.1% | -6.8% |
| 3M | -30.9% | +15.5% | -46.4% | -37.8% |
| 6M | +12.6% | +3.4% | +9.2% | +9.8% |
| YTD | +15.5% | -2.2% | +17.6% | +16.0% |
| 1Y | +103.5% | +2.6% | +100.9% | +94.2% |
| 3Y | +446.5% | +27.5% | +419.0% | +282.1% |
| All | +483.7% | -3.1% | +486.9% | +537.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MDT.
Daily Out/Under-Performance
Portfolio return minus MDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDT 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 10y: compounded portfolio wealth divided by compounded MDT 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…
10y analysis · Full analysis span regression · 6 months rolling