+177.5%
MCD vs CELH
+3,704.3%
-3,526.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.7% | +3.5% | 0.0% |
| 7D | -2.5% | -15.8% | +13.2% | -1.6% |
| 30D | -7.0% | -5.2% | -1.8% | -6.8% |
| 3M | -9.8% | -6.1% | -3.7% | -9.8% |
| 6M | -21.8% | -40.9% | +19.1% | -19.9% |
| YTD | -15.6% | -41.8% | +26.2% | -13.6% |
| 1Y | -15.2% | -52.6% | +37.5% | -12.5% |
| 3Y | -2.6% | -60.4% | +57.8% | -0.5% |
| 5Y | +18.9% | -12.6% | +31.5% | +12.4% |
| All | +177.5% | +3,704.3% | -3,526.8% | +98.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling