+923.6%
MU vs APLD
+254.9%
+668.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.1% |
| 7D | -15.2% | -6.3% | -8.9% | -14.3% |
| 30D | -29.5% | -29.6% | 0.0% | -26.2% |
| 3M | -15.8% | -42.6% | +26.8% | -9.8% |
| 6M | -2.9% | -59.6% | +56.7% | +8.2% |
| YTD | +154.2% | -32.0% | +186.2% | +166.0% |
| 1Y | +186.6% | -46.9% | +233.5% | +205.3% |
| 3Y | +871.5% | +255.7% | +615.8% | +714.7% |
| All | +923.6% | +254.9% | +668.7% | +687.7% |
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