+192.2%
APLD vs MPWR
+190.5%
+1.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -10.3% | -4.4% | -7.8% |
| 7D | -27.0% | -5.6% | -21.4% | -23.7% |
| 30D | -44.1% | -23.2% | -20.9% | -32.6% |
| 3M | -52.6% | -15.8% | -36.8% | -46.2% |
| 6M | -64.5% | -28.5% | -35.9% | -55.8% |
| YTD | -42.2% | +25.5% | -67.7% | -48.9% |
| 1Y | -57.2% | +13.9% | -71.1% | -59.6% |
| 3Y | +159.5% | +134.6% | +25.0% | +48.0% |
| All | +192.2% | +190.5% | +1.7% | +40.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling