+329.8%
MDLZ vs CELH
+269.5%
+60.3%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.6% | +4.2% | +0.6% |
| 7D | 0.0% | -3.8% | +3.8% | +0.1% |
| 30D | -1.6% | +6.4% | -8.0% | -1.7% |
| 3M | +0.9% | +5.6% | -4.7% | +0.7% |
| 6M | +7.3% | -31.1% | +38.5% | +7.8% |
| YTD | +16.4% | -35.4% | +51.8% | +17.1% |
| 1Y | +3.0% | -46.9% | +49.8% | +3.7% |
| 3Y | -3.7% | -56.0% | +52.3% | -3.3% |
| 5Y | +15.6% | +1.2% | +14.4% | +13.8% |
| 10Y | +79.0% | +4,043.9% | -3,965.0% | +65.5% |
| All | +329.8% | +269.5% | +60.3% | +246.4% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling