+23.3%
MDT vs CELH
-60.2%
+83.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.9% | -0.8% |
| 7D | -3.4% | -11.2% | +7.8% | -2.9% |
| 30D | +0.2% | -1.4% | +1.7% | +0.3% |
| 3M | +14.3% | -4.2% | +18.4% | +14.2% |
| 6M | +4.0% | -40.5% | +44.5% | +6.2% |
| YTD | -3.7% | -40.5% | +36.8% | -1.8% |
| 1Y | -0.4% | -53.0% | +52.7% | +2.5% |
| 3Y | +23.3% | -59.1% | +82.4% | +23.8% |
| All | +23.3% | -60.2% | +83.5% | +23.8% |
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