+375.2%
MDLZ vs CELH
+305.2%
+69.9%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.2% | +1.4% |
| 7D | +2.3% | +0.8% | +1.5% | +2.3% |
| 30D | +7.9% | +19.3% | -11.4% | +7.6% |
| 3M | +7.3% | +12.6% | -5.4% | +7.0% |
| 6M | +11.7% | +16.4% | -4.7% | +11.2% |
| YTD | +28.7% | -29.1% | +57.9% | +29.2% |
| 1Y | +22.8% | -26.3% | +49.1% | +23.1% |
| 3Y | +6.6% | -40.1% | +46.7% | +6.5% |
| 5Y | +23.2% | +16.7% | +6.5% | +21.0% |
| 10Y | +108.7% | +4,466.2% | -4,357.5% | +92.7% |
| All | +375.2% | +305.2% | +69.9% | +282.3% |
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