+269.3%
APLD vs MPC
+411.2%
-142.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +3.4% | +4.0% | +6.2% |
| 7D | +7.8% | +2.6% | +5.2% | +7.2% |
| 30D | -23.0% | -12.2% | -10.8% | -19.9% |
| 3M | -39.7% | +20.1% | -59.7% | -44.3% |
| 6M | -59.8% | +60.6% | -120.4% | -67.4% |
| YTD | -27.0% | +150.6% | -177.5% | -53.0% |
| 1Y | -37.3% | +104.7% | -142.0% | -55.4% |
| 3Y | +281.9% | +194.5% | +87.4% | +101.4% |
| All | +269.3% | +411.2% | -142.0% | +15.1% |
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