+446.5%
APLD vs MTZ
+165.0%
+281.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +3.8% | +3.6% | +4.3% |
| 7D | +16.6% | +3.6% | +13.0% | +13.4% |
| 30D | -3.1% | -9.6% | +6.5% | +5.0% |
| 3M | -30.9% | -31.9% | +1.1% | -8.6% |
| 6M | +12.6% | -13.8% | +26.4% | +24.5% |
| YTD | +15.5% | +13.3% | +2.2% | +3.0% |
| 1Y | +103.5% | +39.3% | +64.2% | +55.0% |
| 3Y | +446.5% | +168.3% | +278.2% | +222.2% |
| All | +446.5% | +165.0% | +281.5% | +222.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling