+459.6%
APLD vs MTZ
+202.2%
+257.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.2% | -1.9% | -2.3% |
| 7D | +9.0% | +2.3% | +6.7% | +7.1% |
| 30D | -6.6% | -10.3% | +3.7% | +2.1% |
| 3M | -35.2% | -31.8% | -3.4% | -13.7% |
| 6M | +0.4% | -19.2% | +19.6% | +17.1% |
| YTD | +10.7% | +10.7% | 0.0% | -0.3% |
| 1Y | +78.6% | +37.5% | +41.0% | +35.2% |
| 3Y | +423.9% | +162.4% | +261.6% | +153.4% |
| All | +459.6% | +202.2% | +257.4% | +119.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTZ.
Daily Out/Under-Performance
Portfolio return minus MTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTZ 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 MTZ 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