-49.5%
CELH vs MTUM
+26.3%
-75.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.8% | -4.8% | -3.3% |
| 7D | -7.0% | +1.7% | -8.8% | -7.3% |
| 30D | +5.2% | -1.7% | +6.8% | +5.4% |
| 3M | +10.5% | -6.3% | +16.8% | +10.0% |
| 6M | -32.7% | +21.8% | -54.6% | -45.4% |
| YTD | -33.0% | +22.0% | -55.0% | -46.7% |
| 1Y | -49.5% | +25.3% | -74.9% | -58.4% |
| All | -49.5% | +26.3% | -75.8% | -58.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM 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 1y: compounded portfolio wealth divided by compounded MTUM 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…
1y analysis · Full analysis span regression · 6 months rolling