+4,171.0%
CELH vs MPC
+1,165.7%
+3,005.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.5% | -6.0% | -4.1% |
| 7D | +6.2% | +9.4% | -3.3% | +3.8% |
| 30D | +14.2% | -13.4% | +27.6% | +17.9% |
| 3M | +15.5% | +18.9% | -3.4% | +9.6% |
| 6M | +7.7% | +64.9% | -57.2% | -6.7% |
| YTD | -30.3% | +156.8% | -187.1% | -47.3% |
| 1Y | -29.0% | +113.2% | -142.2% | -43.5% |
| 3Y | -44.5% | +201.8% | -246.3% | -61.4% |
| 5Y | +14.8% | +601.4% | -586.6% | -38.7% |
| All | +4,171.0% | +1,165.7% | +3,005.3% | +1,841.0% |
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