+373.4%
APLD vs MPC
+181.4%
+192.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.7% |
| 7D | +4.1% | +5.4% | -1.4% | +3.4% |
| 30D | -11.7% | +31.0% | -42.7% | -15.0% |
| 3M | -40.3% | +46.0% | -86.3% | -43.4% |
| 6M | -8.0% | +77.3% | -85.3% | -17.6% |
| YTD | +7.5% | +141.9% | -134.4% | -11.9% |
| 1Y | +84.0% | +120.9% | -36.9% | +54.0% |
| All | +373.4% | +181.4% | +192.0% | +236.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling