+96.0%
MMM vs CELH
-61.1%
+157.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.7% | +2.7% | -0.7% |
| 7D | -3.2% | -15.8% | +12.5% | -2.2% |
| 30D | -10.7% | -5.2% | -5.5% | -10.4% |
| 3M | +4.3% | -6.1% | +10.4% | +4.3% |
| 6M | +5.9% | -40.9% | +46.8% | +9.0% |
| YTD | +3.2% | -41.8% | +44.9% | +6.1% |
| 1Y | +8.0% | -52.6% | +60.6% | +12.1% |
| All | +96.0% | -61.1% | +157.1% | +103.4% |
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