+50.9%
MNST vs CELH
-59.6%
+110.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.5% | +5.8% | +0.1% |
| 7D | -3.6% | -11.7% | +8.1% | -2.1% |
| 30D | -6.3% | +1.6% | -7.9% | -6.5% |
| 3M | -5.0% | -2.0% | -3.0% | -5.4% |
| 6M | +13.1% | -36.2% | +49.3% | +18.9% |
| YTD | +11.8% | -39.6% | +51.3% | +18.2% |
| 1Y | +35.2% | -50.7% | +85.9% | +45.8% |
| All | +50.9% | -59.6% | +110.5% | +55.9% |
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 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