+229.3%
APLD vs MPWR
+257.0%
-27.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -3.9% | -1.9% | -3.2% |
| 7D | +2.7% | +16.8% | -14.1% | -7.9% |
| 30D | -21.4% | +11.9% | -33.3% | -26.5% |
| 3M | -47.8% | +2.2% | -50.0% | -48.2% |
| 6M | -64.9% | -15.5% | -49.4% | -61.2% |
| YTD | -34.9% | +54.2% | -89.1% | -50.0% |
| 1Y | -30.7% | +51.5% | -82.2% | -46.1% |
| 3Y | +305.3% | +180.2% | +125.1% | +104.5% |
| All | +229.3% | +257.0% | -27.7% | +37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MPWR.
Daily Out/Under-Performance
Portfolio return minus MPWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPWR 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 MPWR 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