-5.4%
CELH vs MDB
-24.3%
+18.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.7% | -7.2% | -6.7% |
| 7D | -11.7% | -4.5% | -7.1% | -10.4% |
| 30D | +1.6% | -14.0% | +15.6% | +5.0% |
| 3M | -2.0% | +5.3% | -7.3% | -4.9% |
| 6M | -36.2% | +31.9% | -68.1% | -43.9% |
| YTD | -39.6% | -14.6% | -25.0% | -40.4% |
| 1Y | -50.7% | +8.2% | -58.9% | -55.8% |
| 3Y | -58.9% | -5.0% | -53.9% | -66.3% |
| 5Y | -5.4% | -24.5% | +19.2% | -25.2% |
| All | -5.4% | -24.3% | +18.9% | -25.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling