+3,733.8%
CELH vs MOH
+264.4%
+3,469.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.0% | +0.2% | +1.8% |
| 7D | -11.2% | +1.7% | -12.9% | -11.6% |
| 30D | -1.4% | -0.9% | -0.6% | -1.3% |
| 3M | -4.2% | +5.7% | -9.9% | -5.6% |
| 6M | -40.5% | +39.1% | -79.6% | -45.4% |
| YTD | -40.5% | +17.7% | -58.2% | -44.4% |
| 1Y | -53.0% | +8.4% | -61.4% | -55.6% |
| 3Y | -59.1% | -36.6% | -22.5% | -57.3% |
| 5Y | -10.7% | -19.1% | +8.4% | -11.2% |
| All | +3,733.8% | +264.4% | +3,469.4% | +3,411.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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