+573.5%
MRK vs CELH
+245.5%
+328.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.5% | +5.9% | -0.5% |
| 7D | -2.7% | -11.7% | +9.0% | -2.6% |
| 30D | +12.7% | +1.6% | +11.1% | +12.7% |
| 3M | +24.2% | -2.0% | +26.2% | +24.2% |
| 6M | +27.8% | -36.2% | +64.0% | +28.3% |
| YTD | +42.2% | -39.6% | +81.8% | +42.9% |
| 1Y | +80.2% | -50.7% | +130.9% | +81.3% |
| 3Y | +48.4% | -58.9% | +107.3% | +48.9% |
| 5Y | +133.6% | -5.4% | +139.0% | +131.2% |
| 10Y | +236.2% | +3,848.6% | -3,612.3% | +218.1% |
| All | +573.5% | +245.5% | +328.0% | +457.2% |
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