-40.5%
CELH vs MTUM
+23.8%
-64.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.3% | +0.9% | +2.3% |
| 7D | -11.2% | +0.7% | -11.9% | -11.1% |
| 30D | -1.4% | -2.4% | +1.0% | -1.6% |
| 3M | -4.2% | -3.6% | -0.5% | -6.5% |
| 6M | -40.5% | +23.7% | -64.1% | -51.6% |
| All | -40.5% | +23.8% | -64.3% | -51.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling