+53.1%
MMM vs CELH
+3,788.6%
-3,735.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.2% | -0.9% | +1.2% |
| 7D | -2.1% | -11.2% | +9.1% | -1.5% |
| 30D | -9.8% | -1.4% | -8.4% | -9.8% |
| 3M | +4.9% | -4.2% | +9.1% | +4.8% |
| 6M | +7.3% | -40.5% | +47.8% | +10.0% |
| YTD | +4.5% | -40.5% | +45.0% | +6.9% |
| 1Y | +5.4% | -53.0% | +58.4% | +8.8% |
| 3Y | +98.6% | -59.1% | +157.6% | +103.2% |
| 5Y | +27.4% | -10.7% | +38.1% | +21.8% |
| All | +53.1% | +3,788.6% | -3,735.4% | +18.8% |
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 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