+11.2%
MCD vs APLD
+160.5%
-149.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -14.7% | +13.9% | -0.8% |
| 7D | +8.0% | -27.0% | +35.0% | +7.9% |
| 30D | +19.6% | -44.1% | +63.7% | +19.5% |
| 3M | +2.2% | -52.6% | +54.8% | +2.1% |
| 6M | -1.1% | -64.5% | +63.3% | -1.2% |
| YTD | -7.2% | -42.2% | +35.0% | -7.4% |
| 1Y | -6.7% | -57.2% | +50.5% | -6.8% |
| All | +11.2% | +160.5% | -149.3% | +7.9% |
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