+141.2%
CELH vs MLM
+484.5%
-343.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.8% | +8.9% | +7.7% |
| 7D | +10.4% | -4.1% | +14.6% | +11.9% |
| 30D | +19.5% | +8.2% | +11.3% | +16.2% |
| 3M | +35.3% | -3.6% | +38.9% | +36.9% |
| 6M | -2.0% | -15.6% | +13.6% | +3.5% |
| YTD | -29.7% | -16.4% | -13.3% | -25.7% |
| 1Y | -28.6% | -14.3% | -14.3% | -25.1% |
| 3Y | -45.5% | +19.3% | -64.8% | -48.9% |
| 5Y | -10.7% | +29.6% | -40.3% | -17.7% |
| 10Y | +4,822.5% | +189.9% | +4,632.5% | +3,486.1% |
| All | +141.2% | +484.5% | -343.3% | +45.0% |
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