+23.9%
MCD vs APLD
+253.4%
-229.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -6.7% | +13.3% | +6.6% |
| 7D | +11.9% | -18.5% | +30.4% | +12.0% |
| 30D | +20.2% | -32.8% | +53.0% | +20.4% |
| 3M | +5.2% | -46.9% | +52.1% | +5.5% |
| 6M | 0.0% | -53.4% | +53.4% | +0.3% |
| YTD | -6.5% | -32.3% | +25.7% | -6.6% |
| 1Y | -3.9% | -46.5% | +42.6% | -3.9% |
| 3Y | +12.5% | +204.2% | -191.7% | +8.7% |
| All | +23.9% | +253.4% | -229.5% | +20.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling