+354.7%
MNST vs CELH
+4,466.2%
-4,111.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.7% | +0.3% | +1.8% |
| 7D | +1.6% | +0.8% | +0.8% | +1.5% |
| 30D | +5.1% | +19.3% | -14.3% | +2.9% |
| 3M | -0.5% | +12.6% | -13.1% | -2.0% |
| 6M | +8.1% | +16.4% | -8.2% | +5.2% |
| YTD | +21.2% | -29.1% | +50.3% | +24.3% |
| 1Y | +30.7% | -26.3% | +57.1% | +33.3% |
| 3Y | +67.3% | -40.1% | +107.4% | +67.9% |
| 5Y | +101.9% | +16.7% | +85.2% | +79.9% |
| All | +354.7% | +4,466.2% | -4,111.5% | +182.4% |
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 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