+32,564.1%
CELH vs MTUM
+604.3%
+31,959.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.3% | +0.9% | +1.1% |
| 7D | -11.2% | +0.7% | -11.9% | -11.8% |
| 30D | -1.4% | -2.4% | +1.0% | +0.3% |
| 3M | -4.2% | -3.6% | -0.5% | -4.0% |
| 6M | -40.5% | +23.7% | -64.1% | -54.0% |
| YTD | -40.5% | +22.9% | -63.4% | -54.0% |
| 1Y | -53.0% | +21.8% | -74.8% | -63.2% |
| 3Y | -59.1% | +114.4% | -173.5% | -82.6% |
| 5Y | -10.7% | +79.6% | -90.3% | -52.2% |
| 10Y | +3,788.6% | +356.2% | +3,432.3% | +1,195.7% |
| All | +32,564.1% | +604.3% | +31,959.8% | +6,729.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling