-59.1%
CELH vs MDY
+48.5%
-107.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.4% | +1.5% |
| 7D | -11.2% | -1.9% | -9.4% | -9.6% |
| 30D | -1.4% | -4.6% | +3.2% | +2.8% |
| 3M | -4.2% | -1.2% | -2.9% | -2.9% |
| 6M | -40.5% | +9.2% | -49.7% | -45.3% |
| YTD | -40.5% | +13.1% | -53.5% | -47.1% |
| 1Y | -53.0% | +13.0% | -66.0% | -58.1% |
| 3Y | -59.1% | +49.2% | -108.3% | -72.5% |
| All | -59.1% | +48.5% | -107.5% | -72.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 3y: compounded portfolio wealth divided by compounded MDY 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…
3y analysis · Full analysis span regression · 6 months rolling