-48.4%
CELH vs MULL
+444.9%
-493.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -13.8% | +16.3% | +2.6% |
| 7D | +9.9% | -35.9% | +45.8% | +10.2% |
| 30D | +11.7% | -47.3% | +59.1% | +12.2% |
| 3M | +4.1% | -30.6% | +34.7% | +4.2% |
| 6M | -8.4% | +13.7% | -22.1% | -16.8% |
| YTD | -32.8% | +272.1% | -304.9% | -49.6% |
| 1Y | -48.4% | +475.1% | -523.4% | -64.2% |
| All | -48.4% | +444.9% | -493.2% | -64.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 1y: compounded portfolio wealth divided by compounded MULL 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…
1y analysis · Full analysis span regression · 6 months rolling