+2,709.7%
MNST vs CELH
+283.2%
+2,426.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.0% | +2.4% | -0.5% |
| 7D | -6.5% | -7.0% | +0.5% | -6.3% |
| 30D | -7.2% | +5.2% | -12.4% | -7.5% |
| 3M | -1.0% | +10.5% | -11.5% | -1.5% |
| 6M | +11.5% | -32.7% | +44.2% | +12.5% |
| YTD | +14.3% | -33.0% | +47.3% | +15.3% |
| 1Y | +38.1% | -49.5% | +87.7% | +40.2% |
| 3Y | +55.0% | -52.6% | +107.6% | +56.3% |
| 5Y | +79.6% | +5.2% | +74.4% | +75.8% |
| 10Y | +241.8% | +4,178.1% | -3,936.4% | +206.6% |
| All | +2,709.7% | +283.2% | +2,426.5% | +1,999.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling