+870.4%
CELH vs MP
+268.3%
+602.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.0% | -1.0% | +1.4% |
| 7D | +9.4% | -3.6% | +13.0% | +10.1% |
| 30D | +14.8% | -21.0% | +35.7% | +19.5% |
| 3M | +20.5% | -33.3% | +53.8% | +29.2% |
| 6M | +1.6% | -45.9% | +47.5% | +12.0% |
| YTD | -28.3% | -27.8% | -0.5% | -26.8% |
| 1Y | -26.4% | -43.2% | +16.8% | -21.7% |
| 3Y | -43.0% | +144.0% | -187.0% | -62.7% |
| 5Y | +4.8% | -6.1% | +10.9% | -14.8% |
| All | +870.4% | +268.3% | +602.1% | +677.5% |
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