+158.4%
MMM vs CELH
-43.7%
+202.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.6% | -1.1% |
| 7D | -0.4% | +0.8% | -1.2% | -0.4% |
| 30D | +12.1% | +19.3% | -7.2% | +11.0% |
| 3M | +1.4% | +12.6% | -11.2% | +0.6% |
| 6M | +26.6% | +16.4% | +10.2% | +24.9% |
| YTD | +16.8% | -29.1% | +45.9% | +18.4% |
| 1Y | +10.1% | -26.3% | +36.4% | +11.3% |
| 3Y | +158.4% | -40.1% | +198.5% | +165.8% |
| All | +158.4% | -43.7% | +202.1% | +165.8% |
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