+192.2%
APLD vs MPC
+378.8%
-186.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -3.9% | -10.8% | -13.4% |
| 7D | -27.0% | -12.8% | -14.2% | -23.5% |
| 30D | -44.1% | -12.7% | -31.4% | -41.9% |
| 3M | -52.6% | +27.1% | -79.6% | -57.3% |
| 6M | -64.5% | +45.8% | -110.3% | -70.2% |
| YTD | -42.2% | +134.7% | -176.9% | -62.0% |
| 1Y | -57.2% | +106.0% | -163.2% | -70.1% |
| 3Y | +159.5% | +165.5% | -6.0% | +44.0% |
| All | +192.2% | +378.8% | -186.7% | -6.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling