+252.0%
APLD vs MTZ
+272.1%
-20.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +8.6% | -1.1% | +0.4% |
| 7D | +3.1% | -2.4% | +5.5% | +4.7% |
| 30D | -29.4% | -11.1% | -18.3% | -23.0% |
| 3M | -42.8% | -30.6% | -12.2% | -23.7% |
| 6M | -59.5% | -54.4% | -5.1% | -24.6% |
| YTD | -31.8% | -13.0% | -18.8% | -27.1% |
| 1Y | -46.0% | -5.7% | -40.3% | -45.4% |
| 3Y | +252.0% | +297.2% | -45.2% | +40.7% |
| All | +252.0% | +272.1% | -20.1% | +40.7% |
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