+22.3%
MCD vs APLD
+230.9%
-208.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +9.7% | -10.3% | -0.6% |
| 7D | +7.1% | -12.7% | +19.8% | +7.2% |
| 30D | +19.8% | -34.7% | +54.5% | +20.0% |
| 3M | +0.8% | -46.1% | +46.9% | +1.1% |
| 6M | -1.3% | -64.9% | +63.5% | -0.9% |
| YTD | -7.8% | -36.6% | +28.8% | -7.8% |
| 1Y | -5.0% | -50.0% | +45.0% | -4.9% |
| 3Y | +10.5% | +190.1% | -179.6% | +6.8% |
| All | +22.3% | +230.9% | -208.6% | +19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APLD.
Daily Out/Under-Performance
Portfolio return minus APLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APLD 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 APLD 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