+3.8%
MDLZ vs CELH
-51.9%
+55.7%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.7% | +3.7% | +0.2% |
| 7D | +1.7% | -15.8% | +17.4% | +2.1% |
| 30D | +1.1% | -5.2% | +6.3% | +1.3% |
| 3M | -1.8% | -6.1% | +4.3% | -1.7% |
| 6M | +12.3% | -40.9% | +53.2% | +12.8% |
| YTD | +18.0% | -41.8% | +59.8% | +19.0% |
| 1Y | +3.8% | -52.6% | +56.4% | +4.2% |
| All | +3.8% | -51.9% | +55.7% | +4.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling