+104.1%
CELH vs MRSH
+793.8%
-689.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.3% |
| 7D | -11.2% | -4.8% | -6.5% | -8.7% |
| 30D | -1.4% | -6.3% | +4.9% | +2.5% |
| 3M | -4.2% | +5.8% | -10.0% | -7.6% |
| 6M | -40.5% | +2.8% | -43.3% | -42.1% |
| YTD | -40.5% | -3.1% | -37.4% | -40.5% |
| 1Y | -53.0% | -11.3% | -41.7% | -50.8% |
| 3Y | -59.1% | -5.0% | -54.1% | -59.6% |
| 5Y | -10.7% | +19.2% | -29.9% | -20.8% |
| 10Y | +3,788.6% | +217.4% | +3,571.2% | +2,068.2% |
| All | +104.1% | +793.8% | -689.7% | -21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 all: compounded portfolio wealth divided by compounded MRSH 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…
all analysis · Full analysis span regression · 6 months rolling