+1,475.1%
CELH vs MDB
+978.8%
+496.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.5% | -0.1% | -2.6% |
| 7D | -3.8% | -18.0% | +14.2% | +1.4% |
| 30D | +6.4% | -10.7% | +17.2% | +8.7% |
| 3M | +5.6% | +1.0% | +4.6% | +3.9% |
| 6M | -31.1% | +31.6% | -62.8% | -38.9% |
| YTD | -35.4% | -15.2% | -20.2% | -36.1% |
| 1Y | -46.9% | +10.1% | -57.0% | -52.3% |
| 3Y | -56.0% | -5.6% | -50.4% | -63.3% |
| 5Y | +1.2% | -24.5% | +25.8% | -18.2% |
| All | +1,475.1% | +978.8% | +496.3% | +768.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling