-18.2%
MDT vs CELH
-10.8%
-7.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.9% | -0.9% |
| 7D | -3.4% | -11.2% | +7.8% | -2.6% |
| 30D | +0.2% | -1.4% | +1.7% | +0.3% |
| 3M | +14.3% | -4.2% | +18.4% | +14.1% |
| 6M | +4.0% | -40.5% | +44.5% | +7.3% |
| YTD | -3.7% | -40.5% | +36.8% | -0.8% |
| 1Y | -0.4% | -53.0% | +52.7% | +3.9% |
| 3Y | +23.3% | -59.1% | +82.4% | +26.6% |
| All | -18.2% | -10.8% | -7.4% | -28.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling