+99.7%
CELH vs MCO
+726.4%
-626.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.5% | -2.1% | -3.0% |
| 7D | -15.8% | -7.3% | -8.4% | -13.0% |
| 30D | -5.2% | -1.7% | -3.5% | -4.3% |
| 3M | -6.1% | +3.9% | -10.1% | -7.0% |
| 6M | -40.9% | +3.8% | -44.7% | -41.5% |
| YTD | -41.8% | -7.9% | -33.9% | -40.0% |
| 1Y | -52.6% | -6.8% | -45.8% | -51.5% |
| 3Y | -60.4% | +40.9% | -101.3% | -66.1% |
| 5Y | -12.6% | +27.5% | -40.1% | -21.0% |
| 10Y | +3,704.3% | +381.4% | +3,322.9% | +2,188.8% |
| All | +99.7% | +726.4% | -626.6% | -20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 all: compounded portfolio wealth divided by compounded MCO 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…
all analysis · Full analysis span regression · 6 months rolling