+146.0%
CELH vs MLM
+495.9%
-349.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.0% |
| 7D | +9.4% | -2.9% | +12.3% | +10.4% |
| 30D | +14.8% | +10.4% | +4.3% | +10.9% |
| 3M | +20.5% | -3.7% | +24.3% | +21.9% |
| 6M | +1.6% | -10.3% | +11.8% | +5.1% |
| YTD | -28.3% | -14.8% | -13.5% | -24.7% |
| 1Y | -26.4% | -13.9% | -12.5% | -22.9% |
| 3Y | -43.0% | +18.4% | -61.3% | -46.5% |
| 5Y | +4.8% | +31.8% | -27.0% | -3.9% |
| 10Y | +4,820.0% | +143.4% | +4,676.6% | +3,635.0% |
| All | +146.0% | +495.9% | -349.9% | +47.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling