+894.6%
MCD vs CELH
+283.2%
+611.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.0% | +1.5% | -1.5% |
| 7D | -2.8% | -7.0% | +4.2% | -2.7% |
| 30D | -6.0% | +5.2% | -11.2% | -6.2% |
| 3M | -5.6% | +10.5% | -16.1% | -5.8% |
| 6M | -21.9% | -32.7% | +10.9% | -21.4% |
| YTD | -14.7% | -33.0% | +18.3% | -14.3% |
| 1Y | -17.3% | -49.5% | +32.3% | -16.5% |
| 3Y | -2.2% | -52.6% | +50.5% | -1.8% |
| 5Y | +20.3% | +5.2% | +15.1% | +18.1% |
| 10Y | +180.7% | +4,178.1% | -3,997.4% | +157.0% |
| All | +894.6% | +283.2% | +611.3% | +692.8% |
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