+2,125.3%
CELH vs MXL
+286.3%
+1,839.1%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.0% | -0.6% | -3.1% |
| 7D | -15.8% | +16.6% | -32.4% | -18.4% |
| 30D | -5.2% | +0.5% | -5.7% | -6.3% |
| 3M | -6.1% | -3.6% | -2.5% | -11.0% |
| 6M | -40.9% | +328.0% | -368.9% | -63.4% |
| YTD | -41.8% | +297.8% | -339.6% | -63.6% |
| 1Y | -52.6% | +339.4% | -392.0% | -71.4% |
| 3Y | -60.4% | +201.7% | -262.1% | -77.3% |
| 5Y | -12.6% | +32.8% | -45.4% | -38.9% |
| 10Y | +3,704.3% | +274.8% | +3,429.5% | +1,908.1% |
| All | +2,125.3% | +286.3% | +1,839.1% | +930.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling