+88.5%
MA vs CELH
+17.0%
+71.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.3% | +1.1% |
| 7D | +1.3% | +0.8% | +0.5% | +1.2% |
| 30D | +9.6% | +19.3% | -9.7% | +7.5% |
| 3M | +16.8% | +12.6% | +4.1% | +15.0% |
| 6M | +35.2% | +16.4% | +18.8% | +31.8% |
| YTD | +16.6% | -29.1% | +45.7% | +19.3% |
| 1Y | +19.8% | -26.3% | +46.1% | +21.8% |
| 3Y | +70.7% | -40.1% | +110.8% | +69.3% |
| All | +88.5% | +17.0% | +71.5% | +50.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CELH.
Daily Out/Under-Performance
Portfolio return minus CELH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CELH 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 5y: compounded portfolio wealth divided by compounded CELH 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…
5y analysis · Full analysis span regression · 6 months rolling