+4,878.5%
CELH vs MLM
+150.3%
+4,728.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.5% | +0.7% | +2.0% |
| 7D | +10.8% | -3.8% | +14.6% | +12.7% |
| 30D | +16.1% | +11.0% | +5.1% | +10.4% |
| 3M | +19.5% | -3.1% | +22.6% | +21.0% |
| 6M | +2.8% | -9.8% | +12.6% | +7.4% |
| YTD | -27.4% | -14.4% | -13.1% | -22.7% |
| 1Y | -20.1% | -12.6% | -7.5% | -15.6% |
| 3Y | -42.9% | +19.7% | -62.6% | -48.6% |
| 5Y | -1.9% | +29.8% | -31.7% | -15.3% |
| All | +4,878.5% | +150.3% | +4,728.2% | +3,360.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 10y: compounded portfolio wealth divided by compounded MLM 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…
10y analysis · Full analysis span regression · 6 months rolling