+130.0%
CELH vs MLM
+480.7%
-350.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.1% | -4.2% | -3.4% |
| 7D | -7.0% | -2.9% | -4.1% | -6.1% |
| 30D | +5.2% | -6.8% | +12.0% | +8.0% |
| 3M | +10.5% | -11.2% | +21.7% | +15.0% |
| 6M | -32.7% | -21.8% | -10.9% | -27.1% |
| YTD | -33.0% | -17.0% | -16.0% | -28.9% |
| 1Y | -49.5% | -16.4% | -33.2% | -46.6% |
| 3Y | -52.6% | +14.5% | -67.1% | -55.1% |
| 5Y | +5.2% | +41.7% | -36.5% | -5.1% |
| 10Y | +4,178.1% | +200.0% | +3,978.1% | +2,993.1% |
| All | +130.0% | +480.7% | -350.8% | +38.8% |
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