+104.1%
CELH vs MTCH
+376.6%
-272.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.2% |
| 3M | -4.2% | +23.3% | -27.4% | -9.2% |
| 6M | -40.5% | +40.1% | -80.6% | -45.7% |
| YTD | -40.5% | +33.6% | -74.1% | -45.2% |
| 1Y | -53.0% | +14.1% | -67.1% | -54.9% |
| 3Y | -59.1% | +1.4% | -60.5% | -60.9% |
| 5Y | -10.7% | -73.1% | +62.4% | +14.0% |
| 10Y | +3,788.6% | +204.8% | +3,583.8% | +3,115.8% |
| All | +104.1% | +376.6% | -272.5% | +68.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling