+1,350.4%
CELH vs MDB
+997.6%
+352.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.1% | +5.3% | +3.1% |
| 7D | -11.2% | -1.8% | -9.4% | -10.9% |
| 30D | -1.4% | -17.3% | +15.8% | +2.8% |
| 3M | -4.2% | +2.2% | -6.4% | -6.1% |
| 6M | -40.5% | +33.9% | -74.3% | -47.5% |
| YTD | -40.5% | -13.7% | -26.8% | -41.5% |
| 1Y | -53.0% | +9.1% | -62.1% | -57.7% |
| 3Y | -59.1% | -8.1% | -50.9% | -65.5% |
| 5Y | -10.7% | -25.9% | +15.2% | -27.6% |
| All | +1,350.4% | +997.6% | +352.8% | +695.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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