+2,538.2%
MUU vs APLD
+278.0%
+2,260.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +7.4% | -10.4% | -6.8% |
| 7D | +13.9% | +16.6% | -2.6% | +5.0% |
| 30D | +24.8% | -3.1% | +27.9% | +26.7% |
| 3M | -15.7% | -30.9% | +15.1% | +4.5% |
| 6M | +338.9% | +12.6% | +326.3% | +349.7% |
| YTD | +563.2% | +15.5% | +547.7% | +559.3% |
| 1Y | +2,577.5% | +103.5% | +2,474.0% | +2,009.3% |
| All | +2,538.2% | +278.0% | +2,260.3% | +1,191.4% |
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