+8.6%
MCD vs CELH
-43.7%
+52.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -0.7% |
| 7D | -1.6% | +0.8% | -2.5% | -1.7% |
| 30D | +14.1% | +19.3% | -5.2% | +13.2% |
| 3M | +0.6% | +12.6% | -12.0% | 0.0% |
| 6M | 0.0% | +16.4% | -16.3% | -0.8% |
| YTD | -9.3% | -29.1% | +19.9% | -8.7% |
| 1Y | -9.3% | -26.3% | +17.0% | -8.9% |
| 3Y | +8.6% | -40.1% | +48.7% | +6.3% |
| All | +8.6% | -43.7% | +52.3% | +6.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling