+1,777.2%
CELH vs MGY
+210.4%
+1,566.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.2% |
| 7D | -11.2% | +3.5% | -14.8% | -12.0% |
| 30D | -1.4% | +5.3% | -6.7% | -2.9% |
| 3M | -4.2% | +2.6% | -6.8% | -5.7% |
| 6M | -40.5% | -3.3% | -37.2% | -41.0% |
| YTD | -40.5% | +29.2% | -69.7% | -45.7% |
| 1Y | -53.0% | +18.0% | -71.0% | -56.2% |
| 3Y | -59.1% | +30.0% | -89.1% | -63.5% |
| 5Y | -10.7% | +92.7% | -103.4% | -29.3% |
| All | +1,777.2% | +210.4% | +1,566.9% | +1,074.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 MGY 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