-4.6%
MDLZ vs CELH
-59.6%
+55.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.5% | +7.8% | +1.6% |
| 7D | 0.0% | -11.7% | +11.6% | +0.5% |
| 30D | +1.4% | +1.6% | -0.1% | +1.3% |
| 3M | 0.0% | -2.0% | +2.0% | -0.1% |
| 6M | +9.1% | -36.2% | +45.3% | +10.9% |
| YTD | +17.9% | -39.6% | +57.5% | +20.1% |
| 1Y | +3.2% | -50.7% | +53.9% | +5.7% |
| All | -4.6% | -59.6% | +55.0% | -7.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling