+195.2%
MCD vs CELH
+4,391.5%
-4,196.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.5% | +3.1% | -0.2% |
| 7D | -1.6% | +6.2% | -7.7% | -1.9% |
| 30D | +16.0% | +14.2% | +1.9% | +15.2% |
| 3M | 0.0% | +15.5% | -15.5% | -0.9% |
| 6M | +0.9% | +7.7% | -6.8% | +0.1% |
| YTD | -8.7% | -30.3% | +21.6% | -7.6% |
| 1Y | -8.6% | -29.0% | +20.4% | -7.6% |
| 3Y | +9.9% | -44.5% | +54.4% | +10.1% |
| 5Y | +22.6% | +14.8% | +7.9% | +14.5% |
| All | +195.2% | +4,391.5% | -4,196.3% | +114.4% |
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