+99.8%
MNST vs CELH
+17.0%
+82.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.7% | +0.3% | +1.7% |
| 7D | +1.6% | +0.8% | +0.8% | +1.5% |
| 30D | +5.1% | +19.3% | -14.3% | +2.2% |
| 3M | -0.5% | +12.6% | -13.1% | -2.6% |
| 6M | +8.1% | +16.4% | -8.2% | +4.2% |
| YTD | +21.2% | -29.1% | +50.3% | +25.6% |
| 1Y | +30.7% | -26.3% | +57.1% | +34.4% |
| 3Y | +67.3% | -40.1% | +107.4% | +67.5% |
| All | +99.8% | +17.0% | +82.8% | +59.7% |
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