+20.5%
MCD vs CELH
+2.3%
+18.2%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.6% | +3.6% | +0.2% |
| 7D | -2.0% | -3.8% | +1.7% | -1.8% |
| 30D | -6.1% | +6.4% | -12.6% | -6.5% |
| 3M | -7.3% | +5.6% | -12.8% | -7.8% |
| 6M | -20.9% | -31.1% | +10.2% | -19.8% |
| YTD | -14.7% | -35.4% | +20.7% | -13.3% |
| 1Y | -16.1% | -46.9% | +30.8% | -14.2% |
| 3Y | -1.5% | -56.0% | +54.5% | -0.1% |
| All | +20.5% | +2.3% | +18.2% | +9.5% |
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