+229.3%
APLD vs MTZ
+129.5%
+99.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.3% | -4.5% | -4.8% |
| 7D | +2.7% | +5.0% | -2.3% | -1.2% |
| 30D | -21.4% | -6.0% | -15.4% | -18.4% |
| 3M | -47.8% | -36.1% | -11.7% | -26.0% |
| 6M | -64.9% | -56.9% | -8.0% | -32.7% |
| YTD | -34.9% | -15.9% | -19.0% | -27.8% |
| 1Y | -30.7% | -3.8% | -26.9% | -30.5% |
| 3Y | +305.3% | +272.3% | +33.1% | +46.2% |
| All | +229.3% | +129.5% | +99.8% | +59.0% |
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