+243.9%
APLD vs MTZ
+127.1%
+116.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.3% | +4.1% | +3.3% |
| 7D | -6.3% | -8.7% | +2.4% | +0.1% |
| 30D | -29.6% | -15.0% | -14.6% | -20.6% |
| 3M | -42.6% | -32.6% | -10.0% | -22.3% |
| 6M | -59.6% | -56.3% | -3.2% | -23.4% |
| YTD | -32.0% | -16.8% | -15.2% | -24.1% |
| 1Y | -46.9% | -10.0% | -36.9% | -43.7% |
| 3Y | +255.7% | +267.1% | -11.5% | +29.5% |
| All | +243.9% | +127.1% | +116.8% | +67.1% |
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