+1,627.5%
CELH vs MDB
+912.7%
+714.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +2.1% |
| 7D | +0.8% | +6.8% | -6.0% | -1.1% |
| 30D | +19.3% | -6.2% | +25.5% | +20.4% |
| 3M | +12.6% | -29.2% | +41.9% | +20.8% |
| 6M | +16.4% | +10.3% | +6.1% | +7.4% |
| YTD | -29.1% | -20.4% | -8.8% | -30.0% |
| 1Y | -26.3% | -4.8% | -21.5% | -31.9% |
| 3Y | -40.1% | -11.6% | -28.5% | -49.7% |
| 5Y | +16.7% | -41.0% | +57.7% | -0.8% |
| All | +1,627.5% | +912.7% | +714.8% | +852.2% |
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