-59.1%
CELH vs MXL
+222.8%
-281.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +7.5% | -5.3% | +1.8% |
| 7D | -11.2% | +18.9% | -30.1% | -12.2% |
| 30D | -1.4% | +0.3% | -1.8% | -1.7% |
| 3M | -4.2% | -8.0% | +3.9% | -5.7% |
| 6M | -40.5% | +341.2% | -381.7% | -52.4% |
| YTD | -40.5% | +327.8% | -368.3% | -52.5% |
| 1Y | -53.0% | +364.9% | -417.9% | -63.1% |
| 3Y | -59.1% | +229.2% | -288.3% | -69.1% |
| All | -59.1% | +222.8% | -281.9% | -69.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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