+443.7%
APLD vs MPC
+393.5%
+50.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.7% |
| 7D | +4.1% | +5.4% | -1.4% | +2.1% |
| 30D | -11.7% | +31.0% | -42.7% | -20.4% |
| 3M | -40.3% | +46.0% | -86.3% | -48.7% |
| 6M | -8.0% | +77.3% | -85.3% | -29.2% |
| YTD | +7.5% | +141.9% | -134.4% | -29.2% |
| 1Y | +84.0% | +120.9% | -36.9% | +25.6% |
| 3Y | +356.2% | +182.7% | +173.5% | +145.4% |
| All | +443.7% | +393.5% | +50.2% | +73.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling