+774.6%
CELH vs MP
+459.3%
+315.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.5% | -5.1% | -3.9% |
| 7D | -3.8% | +3.0% | -6.8% | -4.3% |
| 30D | +6.4% | +8.3% | -1.9% | +4.6% |
| 3M | +5.6% | -3.8% | +9.4% | +5.5% |
| 6M | -31.1% | -4.9% | -26.2% | -32.2% |
| YTD | -35.4% | +9.6% | -45.0% | -38.7% |
| 1Y | -46.9% | -11.7% | -35.2% | -48.8% |
| 3Y | -56.0% | +158.5% | -214.5% | -70.7% |
| 5Y | +1.2% | +68.9% | -67.7% | -26.2% |
| All | +774.6% | +459.3% | +315.3% | +551.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 MP 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