+664.6%
MCHP vs CELH
+240.2%
+424.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.2% | +1.4% | +3.6% |
| 7D | 0.0% | -11.2% | +11.3% | +0.4% |
| 30D | -6.0% | -1.4% | -4.6% | -6.0% |
| 3M | -19.7% | -4.2% | -15.5% | -19.7% |
| 6M | +14.0% | -40.5% | +54.5% | +15.6% |
| YTD | +18.4% | -40.5% | +58.9% | +19.9% |
| 1Y | +17.1% | -53.0% | +70.1% | +19.3% |
| 3Y | +0.7% | -59.1% | +59.8% | +2.1% |
| 5Y | +5.1% | -10.7% | +15.8% | +3.6% |
| 10Y | +206.3% | +3,788.6% | -3,582.3% | +184.4% |
| All | +664.6% | +240.2% | +424.4% | +578.2% |
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