+107.3%
CELH vs MTZ
+2,098.0%
-1,990.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.2% | -4.3% | -6.0% |
| 7D | -11.7% | +2.3% | -13.9% | -12.1% |
| 30D | +1.6% | -10.3% | +11.9% | +3.5% |
| 3M | -2.0% | -31.8% | +29.9% | +4.2% |
| 6M | -36.2% | -19.2% | -17.0% | -35.0% |
| YTD | -39.6% | +10.7% | -50.3% | -42.5% |
| 1Y | -50.7% | +37.5% | -88.2% | -55.2% |
| 3Y | -58.9% | +162.4% | -221.2% | -68.4% |
| 5Y | -5.4% | +166.3% | -171.7% | -28.4% |
| 10Y | +3,848.6% | +753.2% | +3,095.4% | +2,185.9% |
| All | +107.3% | +2,098.0% | -1,990.7% | +38.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling