+327.3%
MDLZ vs CELH
+283.2%
+44.1%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.0% | +2.7% | -0.2% |
| 7D | -1.7% | -7.0% | +5.3% | -1.6% |
| 30D | -2.1% | +5.2% | -7.3% | -2.3% |
| 3M | +1.3% | +10.5% | -9.2% | +1.1% |
| 6M | +6.2% | -32.7% | +38.9% | +6.7% |
| YTD | +15.8% | -33.0% | +48.8% | +16.3% |
| 1Y | +4.1% | -49.5% | +53.7% | +5.0% |
| 3Y | -4.1% | -52.6% | +48.5% | -3.8% |
| 5Y | +13.4% | +5.2% | +8.1% | +11.5% |
| 10Y | +75.7% | +4,178.1% | -4,102.4% | +62.4% |
| All | +327.3% | +283.2% | +44.1% | +244.2% |
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