+1.0%
CELH vs MULL
+2,337.2%
-2,336.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.4% | +2.3% |
| 7D | -11.2% | -8.4% | -2.8% | -11.0% |
| 30D | -1.4% | +9.7% | -11.1% | -1.9% |
| 3M | -4.2% | -26.8% | +22.6% | -5.2% |
| 6M | -40.5% | +220.7% | -261.2% | -49.3% |
| YTD | -40.5% | +509.0% | -549.5% | -52.9% |
| 1Y | -53.0% | +1,739.5% | -1,792.5% | -66.7% |
| All | +1.0% | +2,337.2% | -2,336.2% | -35.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling