+110.9%
MO vs CELH
+3,788.6%
-3,677.7%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.9% | +0.2% |
| 7D | +0.1% | -11.2% | +11.4% | +0.5% |
| 30D | +7.1% | -1.4% | +8.6% | +7.2% |
| 3M | -2.0% | -4.2% | +2.2% | -2.0% |
| 6M | +7.3% | -40.5% | +47.8% | +8.8% |
| YTD | +23.5% | -40.5% | +63.9% | +25.0% |
| 1Y | +11.0% | -53.0% | +64.0% | +13.0% |
| 3Y | +95.0% | -59.1% | +154.1% | +97.3% |
| 5Y | +100.6% | -10.7% | +111.3% | +93.5% |
| All | +110.9% | +3,788.6% | -3,677.7% | +79.8% |
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