+4.8%
CELH vs MPC
+554.2%
-549.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | +9.4% | -8.8% | +18.2% | +11.1% |
| 30D | +14.8% | -14.4% | +29.2% | +17.7% |
| 3M | +20.5% | +21.9% | -1.4% | +14.8% |
| 6M | +1.6% | +60.1% | -58.5% | -9.3% |
| YTD | -28.3% | +142.3% | -170.6% | -43.5% |
| 1Y | -26.4% | +101.7% | -128.1% | -38.9% |
| 3Y | -43.0% | +184.8% | -227.7% | -59.8% |
| 5Y | +4.8% | +564.6% | -559.8% | -53.1% |
| All | +4.8% | +554.2% | -549.4% | -53.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling