-2.6%
MCD vs CELH
-59.6%
+57.0%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.5% | +5.6% | -0.6% |
| 7D | -2.9% | -11.7% | +8.8% | -2.4% |
| 30D | -6.7% | +1.6% | -8.3% | -6.8% |
| 3M | -9.6% | -2.0% | -7.6% | -9.6% |
| 6M | -22.3% | -36.2% | +13.9% | -21.2% |
| YTD | -15.4% | -39.6% | +24.1% | -14.2% |
| 1Y | -16.8% | -50.7% | +33.9% | -15.1% |
| All | -2.6% | -59.6% | +57.0% | -3.0% |
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 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