+3,733.8%
CELH vs MCK
+442.8%
+3,291.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.1% | +2.2% |
| 7D | -11.2% | -2.9% | -8.3% | -10.4% |
| 30D | -1.4% | +0.4% | -1.9% | -1.6% |
| 3M | -4.2% | +12.1% | -16.3% | -7.8% |
| 6M | -40.5% | -5.4% | -35.0% | -39.7% |
| YTD | -40.5% | +7.8% | -48.3% | -42.6% |
| 1Y | -53.0% | +22.9% | -76.0% | -56.8% |
| 3Y | -59.1% | +110.7% | -169.8% | -69.9% |
| 5Y | -10.7% | +346.2% | -356.9% | -51.5% |
| All | +3,733.8% | +442.8% | +3,291.0% | +1,655.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MCK.
Daily Out/Under-Performance
Portfolio return minus MCK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCK 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 MCK 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