-40.9%
CELH vs MTZ
-21.3%
-19.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.5% | -0.1% | -3.5% |
| 7D | -15.8% | 0.0% | -15.7% | -15.7% |
| 30D | -5.2% | -14.8% | +9.6% | -4.7% |
| 3M | -6.1% | -30.8% | +24.7% | -9.2% |
| 6M | -40.9% | -22.6% | -18.2% | -45.8% |
| All | -40.9% | -21.3% | -19.5% | -45.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling