+79.1%
MNST vs CELH
+2.3%
+76.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.6% | +2.1% | -1.0% |
| 7D | -4.1% | -3.8% | -0.3% | -3.6% |
| 30D | -4.5% | +6.4% | -10.9% | -5.5% |
| 3M | -2.5% | +5.6% | -8.0% | -4.1% |
| 6M | +14.1% | -31.1% | +45.3% | +19.2% |
| YTD | +12.6% | -35.4% | +47.9% | +18.5% |
| 1Y | +36.9% | -46.9% | +83.8% | +47.1% |
| 3Y | +53.1% | -56.0% | +109.1% | +61.2% |
| All | +79.1% | +2.3% | +76.9% | +42.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling