-59.1%
CELH vs MTCH
-0.9%
-58.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.4% | +0.9% | +1.9% |
| 7D | -11.2% | +1.3% | -12.5% | -11.5% |
| 30D | -1.4% | +15.9% | -17.3% | -4.5% |
| 3M | -4.2% | +23.3% | -27.4% | -8.0% |
| 6M | -40.5% | +40.1% | -80.6% | -44.4% |
| YTD | -40.5% | +33.6% | -74.1% | -44.1% |
| 1Y | -53.0% | +14.1% | -67.1% | -54.7% |
| 3Y | -59.1% | +1.4% | -60.5% | -60.8% |
| All | -59.1% | -0.9% | -58.2% | -60.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 3y: compounded portfolio wealth divided by compounded MTCH 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…
3y analysis · Full analysis span regression · 6 months rolling