+45.4%
MRK vs CELH
-60.2%
+105.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.8% | -0.6% |
| 7D | -4.3% | -11.2% | +7.0% | -3.7% |
| 30D | +8.3% | -1.4% | +9.7% | +8.5% |
| 3M | +20.0% | -4.2% | +24.2% | +20.1% |
| 6M | +25.7% | -40.5% | +66.1% | +28.0% |
| YTD | +38.7% | -40.5% | +79.2% | +41.2% |
| 1Y | +74.7% | -53.0% | +127.7% | +78.8% |
| 3Y | +45.4% | -59.1% | +104.4% | +40.8% |
| All | +45.4% | -60.2% | +105.6% | +40.8% |
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 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