-59.1%
CELH vs MTZ
+160.5%
-219.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.5% | -1.3% | +1.5% |
| 7D | -11.2% | +1.4% | -12.6% | -11.5% |
| 30D | -1.4% | -14.5% | +13.0% | +1.4% |
| 3M | -4.2% | -32.9% | +28.8% | +1.6% |
| 6M | -40.5% | -20.8% | -19.6% | -40.1% |
| YTD | -40.5% | +10.6% | -51.1% | -45.0% |
| 1Y | -53.0% | +27.1% | -80.1% | -58.1% |
| 3Y | -59.1% | +166.1% | -225.2% | -70.3% |
| All | -59.1% | +160.5% | -219.5% | -70.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MTZ.
Daily Out/Under-Performance
Portfolio return minus MTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTZ 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 3y: compounded portfolio wealth divided by compounded MTZ 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…
3y analysis · Full analysis span regression · 6 months rolling