+4,553.5%
CELH vs MLM
+140.5%
+4,413.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +1.1% |
| 7D | +7.4% | -5.8% | +13.3% | +10.4% |
| 30D | +16.4% | +9.8% | +6.5% | +11.2% |
| 3M | +17.6% | -5.2% | +22.8% | +20.3% |
| 6M | +7.8% | -10.3% | +18.1% | +13.0% |
| YTD | -27.8% | -15.5% | -12.3% | -22.6% |
| 1Y | -24.4% | -15.0% | -9.4% | -19.1% |
| 3Y | -42.5% | +17.5% | -60.0% | -47.8% |
| 5Y | +1.4% | +30.5% | -29.1% | -12.4% |
| 10Y | +4,553.5% | +145.5% | +4,408.0% | +3,182.9% |
| All | +4,553.5% | +140.5% | +4,413.0% | +3,182.9% |
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