+220.6%
APLD vs MPC
+373.0%
-152.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -1.2% | +11.0% | +10.1% |
| 7D | -12.7% | -16.2% | +3.5% | -7.3% |
| 30D | -34.7% | -15.7% | -19.0% | -31.3% |
| 3M | -46.1% | +24.9% | -71.0% | -51.2% |
| 6M | -64.9% | +52.7% | -117.5% | -71.0% |
| YTD | -36.6% | +131.9% | -168.4% | -58.1% |
| 1Y | -50.0% | +96.6% | -146.6% | -64.2% |
| 3Y | +190.1% | +163.8% | +26.3% | +60.9% |
| All | +220.6% | +373.0% | -152.4% | +2.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling