+3,733.8%
CELH vs MPC
+1,179.0%
+2,554.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.3% | +2.0% |
| 7D | -11.2% | +1.8% | -13.0% | -11.6% |
| 30D | -1.4% | +14.0% | -15.5% | -4.7% |
| 3M | -4.2% | +52.2% | -56.4% | -14.2% |
| 6M | -40.5% | +75.8% | -116.2% | -49.2% |
| YTD | -40.5% | +146.3% | -186.8% | -54.0% |
| 1Y | -53.0% | +120.8% | -173.8% | -62.8% |
| 3Y | -59.1% | +172.6% | -231.7% | -70.3% |
| 5Y | -10.7% | +678.2% | -688.9% | -52.7% |
| All | +3,733.8% | +1,179.0% | +2,554.8% | +1,771.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 MPC 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