+220.6%
APLD vs MP
-29.1%
+249.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +4.9% | +4.8% | +7.2% |
| 7D | -12.7% | -10.5% | -2.2% | -7.1% |
| 30D | -34.7% | -23.5% | -11.2% | -24.6% |
| 3M | -46.1% | -25.4% | -20.7% | -37.7% |
| 6M | -64.9% | -51.3% | -13.6% | -49.8% |
| YTD | -36.6% | -29.9% | -6.7% | -22.8% |
| 1Y | -50.0% | -31.8% | -18.1% | -38.1% |
| 3Y | +190.1% | +127.0% | +63.1% | +61.2% |
| All | +220.6% | -29.1% | +249.7% | +196.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 MP 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