+2.5%
CELH vs MULL
+2,620.5%
-2,617.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +5.4% | -11.9% | -6.7% |
| 7D | -11.7% | +14.8% | -26.4% | -12.1% |
| 30D | +1.6% | +36.6% | -35.0% | +0.3% |
| 3M | -2.0% | -8.9% | +6.9% | -4.1% |
| 6M | -36.2% | +311.9% | -348.1% | -46.6% |
| YTD | -39.6% | +579.8% | -619.4% | -52.4% |
| 1Y | -50.7% | +2,421.5% | -2,472.2% | -65.8% |
| All | +2.5% | +2,620.5% | -2,617.9% | -34.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling