+229.3%
APLD vs MXL
+22.3%
+207.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -5.4% | -0.4% | -3.9% |
| 7D | +2.7% | +13.4% | -10.7% | -1.7% |
| 30D | -21.4% | -29.2% | +7.8% | -11.5% |
| 3M | -47.8% | -27.2% | -20.6% | -42.6% |
| 6M | -64.9% | -36.4% | -28.5% | -61.2% |
| YTD | -34.9% | +220.0% | -254.9% | -66.2% |
| 1Y | -30.7% | +304.8% | -335.5% | -67.3% |
| 3Y | +305.3% | +238.5% | +66.9% | +72.4% |
| All | +229.3% | +22.3% | +207.0% | +94.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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