+107.3%
CELH vs MKC
+308.3%
-201.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.8% | -5.7% | -6.1% |
| 7D | -11.7% | -4.3% | -7.4% | -9.9% |
| 30D | +1.6% | -3.1% | +4.7% | +3.1% |
| 3M | -2.0% | +6.8% | -8.8% | -4.8% |
| 6M | -36.2% | -18.3% | -17.8% | -30.5% |
| YTD | -39.6% | -23.1% | -16.5% | -32.8% |
| 1Y | -50.7% | -23.7% | -27.0% | -45.1% |
| 3Y | -58.9% | -31.0% | -27.9% | -52.7% |
| 5Y | -5.4% | -33.5% | +28.1% | +8.6% |
| 10Y | +3,848.6% | +30.3% | +3,818.3% | +3,160.2% |
| All | +107.3% | +308.3% | -201.0% | +24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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