+24.8%
MCD vs APLD
+254.9%
-230.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | +7.3% | -6.3% | +13.6% | +7.3% |
| 30D | +20.0% | -29.6% | +49.5% | +20.1% |
| 3M | +3.8% | -42.6% | +46.4% | +4.1% |
| 6M | +3.8% | -59.6% | +63.3% | +4.1% |
| YTD | -5.9% | -32.0% | +26.1% | -6.0% |
| 1Y | -3.2% | -46.9% | +43.7% | -3.2% |
| 3Y | +13.3% | +255.7% | -242.4% | +9.2% |
| All | +24.8% | +254.9% | -230.1% | +21.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling