-1.5%
MCD vs APLD
+351.5%
-353.1%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.8% | -3.3% | -1.5% |
| 7D | -2.8% | +4.1% | -6.9% | -2.8% |
| 30D | -6.0% | -11.7% | +5.7% | -6.0% |
| 3M | -5.6% | -40.3% | +34.7% | -5.5% |
| 6M | -21.9% | -8.0% | -13.9% | -21.9% |
| YTD | -14.7% | +7.5% | -22.2% | -14.8% |
| 1Y | -17.3% | +84.0% | -101.3% | -17.6% |
| All | -1.5% | +351.5% | -353.1% | -5.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling