-53.0%
CELH vs MTUM
+21.2%
-74.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.3% | +0.9% | +2.0% |
| 7D | -11.2% | +0.7% | -11.9% | -11.3% |
| 30D | -1.4% | -2.4% | +1.0% | -1.1% |
| 3M | -4.2% | -3.6% | -0.5% | -5.5% |
| 6M | -40.5% | +23.7% | -64.1% | -52.3% |
| YTD | -40.5% | +22.9% | -63.4% | -53.1% |
| 1Y | -53.0% | +21.8% | -74.8% | -61.5% |
| All | -53.0% | +21.2% | -74.2% | -61.5% |
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 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