+3,733.8%
CELH vs MTUM
+357.8%
+3,376.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.3% | +0.9% | +1.0% |
| 7D | -11.2% | +0.7% | -11.9% | -11.8% |
| 30D | -1.4% | -2.4% | +1.0% | +0.4% |
| 3M | -4.2% | -3.6% | -0.5% | -4.1% |
| 6M | -40.5% | +23.7% | -64.1% | -55.1% |
| YTD | -40.5% | +22.9% | -63.4% | -55.1% |
| 1Y | -53.0% | +21.8% | -74.8% | -64.0% |
| 3Y | -59.1% | +114.4% | -173.5% | -84.1% |
| 5Y | -10.7% | +79.6% | -90.3% | -55.4% |
| All | +3,733.8% | +357.8% | +3,376.0% | +1,272.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling