+2.1%
MCHP vs APLD
+255.7%
-253.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +7.5% | -2.1% | +4.8% |
| 7D | -19.2% | +3.1% | -22.3% | -19.4% |
| 30D | -18.6% | -29.4% | +10.8% | -16.5% |
| 3M | -26.9% | -42.8% | +15.8% | -24.0% |
| 6M | -37.2% | -59.5% | +22.2% | -33.4% |
| YTD | -1.8% | -31.8% | +30.0% | -0.6% |
| 1Y | +12.1% | -46.0% | +58.2% | +14.7% |
| 3Y | -10.0% | +252.0% | -262.0% | -25.1% |
| All | +2.1% | +255.7% | -253.7% | -22.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling