+97.6%
MRK vs APLD
+255.7%
-158.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +7.5% | -6.1% | +1.4% |
| 7D | +0.3% | +3.1% | -2.8% | +0.3% |
| 30D | +2.2% | -29.4% | +31.6% | +2.1% |
| 3M | +16.4% | -42.8% | +59.2% | +16.3% |
| 6M | +35.3% | -59.5% | +94.8% | +35.2% |
| YTD | +44.2% | -31.8% | +76.1% | +44.2% |
| 1Y | +77.5% | -46.0% | +123.5% | +77.3% |
| 3Y | +59.2% | +252.0% | -192.8% | +58.1% |
| All | +97.6% | +255.7% | -158.1% | +96.1% |
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