+968.9%
MCD vs CELH
+313.0%
+655.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.7% | -3.3% | -2.6% |
| 7D | -1.9% | +7.4% | -9.4% | -2.1% |
| 30D | +16.6% | +16.4% | +0.2% | +16.3% |
| 3M | +0.9% | +17.6% | -16.7% | +0.6% |
| 6M | +1.5% | +7.8% | -6.4% | +1.2% |
| YTD | -8.3% | -27.8% | +19.4% | -8.0% |
| 1Y | -8.1% | -24.4% | +16.3% | -7.9% |
| 3Y | +10.3% | -42.5% | +52.9% | +10.4% |
| 5Y | +23.4% | +1.4% | +22.0% | +21.3% |
| 10Y | +205.9% | +4,553.5% | -4,347.6% | +179.6% |
| All | +968.9% | +313.0% | +655.9% | +750.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling