+18.1%
MCHP vs APLD
+85.3%
-67.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.8% | -0.3% | +1.2% |
| 7D | +1.7% | +4.1% | -2.4% | +1.1% |
| 30D | -4.1% | -11.7% | +7.6% | -2.4% |
| 3M | -22.5% | -40.3% | +17.8% | -17.9% |
| 6M | +7.3% | -8.0% | +15.2% | +7.6% |
| YTD | +18.4% | +7.5% | +10.8% | +16.4% |
| 1Y | +18.1% | +84.0% | -65.9% | +20.4% |
| All | +18.1% | +85.3% | -67.2% | +20.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling