+171.7%
MDT vs CELH
+245.5%
-73.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.5% | +6.0% | -0.4% |
| 7D | -0.3% | -11.7% | +11.4% | -0.1% |
| 30D | +2.8% | +1.6% | +1.2% | +2.7% |
| 3M | +13.1% | -2.0% | +15.1% | +13.0% |
| 6M | +2.3% | -36.2% | +38.5% | +2.9% |
| YTD | -2.7% | -39.6% | +36.9% | -2.1% |
| 1Y | +0.9% | -50.7% | +51.5% | +1.7% |
| 3Y | +26.8% | -58.9% | +85.7% | +27.6% |
| 5Y | -19.5% | -5.4% | -14.1% | -20.5% |
| 10Y | +40.6% | +3,848.6% | -3,808.0% | +31.5% |
| All | +171.7% | +245.5% | -73.8% | +126.9% |
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