+4,325.0%
CELH vs MPC
+1,135.0%
+3,190.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.4% | -2.7% | -0.1% |
| 7D | +7.4% | +2.6% | +4.9% | +6.7% |
| 30D | +16.4% | -12.2% | +28.6% | +19.7% |
| 3M | +17.6% | +20.1% | -2.4% | +11.3% |
| 6M | +7.8% | +60.6% | -52.8% | -5.9% |
| YTD | -27.8% | +150.6% | -178.3% | -45.1% |
| 1Y | -24.4% | +104.7% | -129.1% | -39.2% |
| 3Y | -42.5% | +194.5% | -237.0% | -59.8% |
| 5Y | +1.4% | +582.3% | -580.8% | -45.4% |
| All | +4,325.0% | +1,135.0% | +3,190.0% | +1,923.7% |
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