+1,348.1%
MUU vs APLD
+126.3%
+1,221.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -5.4% | +2.1% | -0.3% |
| 7D | +43.7% | +19.6% | +24.0% | +31.4% |
| 30D | -37.2% | -24.5% | -12.8% | -23.6% |
| 3M | -36.1% | -45.6% | +9.5% | -8.5% |
| 6M | -35.7% | -61.4% | +25.7% | +13.3% |
| YTD | +264.0% | -30.9% | +294.9% | +394.9% |
| 1Y | +359.1% | -35.8% | +394.9% | +539.4% |
| All | +1,348.1% | +126.3% | +1,221.8% | +869.3% |
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