+37.0%
MDT vs CELH
+3,788.6%
-3,751.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.9% | -0.9% |
| 7D | -3.4% | -11.2% | +7.8% | -2.7% |
| 30D | +0.2% | -1.4% | +1.7% | +0.2% |
| 3M | +14.3% | -4.2% | +18.4% | +14.1% |
| 6M | +4.0% | -40.5% | +44.5% | +6.8% |
| YTD | -3.7% | -40.5% | +36.8% | -1.3% |
| 1Y | -0.4% | -53.0% | +52.7% | +3.2% |
| 3Y | +23.3% | -59.1% | +82.4% | +26.0% |
| 5Y | -18.9% | -10.7% | -8.2% | -23.8% |
| All | +37.0% | +3,788.6% | -3,751.6% | +14.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling