+874.0%
MU vs APLD
+230.9%
+643.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +9.7% | -4.6% | +3.8% |
| 7D | -22.0% | -12.7% | -9.3% | -20.5% |
| 30D | -36.6% | -34.7% | -1.9% | -33.0% |
| 3M | -21.7% | -46.1% | +24.4% | -15.5% |
| 6M | +3.5% | -64.9% | +68.4% | +17.2% |
| YTD | +141.9% | -36.6% | +178.5% | +155.4% |
| 1Y | +189.8% | -50.0% | +239.8% | +211.2% |
| 3Y | +855.4% | +190.1% | +665.3% | +714.6% |
| All | +874.0% | +230.9% | +643.2% | +656.3% |
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