+14.5%
MCHP vs APLD
-41.4%
+56.0%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.4% | +5.3% | +1.0% |
| 7D | -4.3% | +19.6% | -23.9% | -8.0% |
| 30D | -16.3% | -24.5% | +8.2% | -12.3% |
| 3M | -21.4% | -45.6% | +24.2% | -13.0% |
| 6M | -35.8% | -61.4% | +25.7% | -26.1% |
| YTD | -0.9% | -30.9% | +30.0% | +2.3% |
| 1Y | +14.5% | -35.8% | +50.3% | +18.9% |
| All | +14.5% | -41.4% | +56.0% | +18.9% |
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 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