+84.0%
APLD vs MPC
+120.1%
-36.1%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.8% |
| 7D | +4.1% | +5.4% | -1.4% | +5.1% |
| 30D | -11.7% | +31.0% | -42.7% | -7.8% |
| 3M | -40.3% | +46.0% | -86.3% | -36.0% |
| 6M | -8.0% | +77.3% | -85.3% | -3.2% |
| YTD | +7.5% | +141.9% | -134.4% | +5.8% |
| 1Y | +84.0% | +120.9% | -36.9% | +118.9% |
| All | +84.0% | +120.1% | -36.1% | +118.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 1y: compounded portfolio wealth divided by compounded MPC 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…
1y analysis · Full analysis span regression · 6 months rolling