+1,138.0%
MUU vs APLD
+123.2%
+1,014.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.5% | +7.5% | +5.0% | +8.3% |
| 7D | -27.2% | +3.1% | -30.2% | -25.8% |
| 30D | -54.0% | -29.4% | -24.7% | -42.3% |
| 3M | -41.4% | -42.8% | +1.3% | -18.6% |
| 6M | -42.5% | -59.5% | +17.0% | -0.9% |
| YTD | +211.2% | -31.8% | +243.0% | +323.9% |
| 1Y | +313.4% | -46.0% | +359.4% | +511.2% |
| All | +1,138.0% | +123.2% | +1,014.8% | +730.2% |
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