+1,925.8%
MRVL vs CELH
+3,788.6%
-1,862.8%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.2% | +1.8% | +3.7% |
| 7D | +5.6% | -11.2% | +16.8% | +7.6% |
| 30D | +8.8% | -1.4% | +10.2% | +8.8% |
| 3M | -15.9% | -4.2% | -11.7% | -16.3% |
| 6M | +161.3% | -40.5% | +201.7% | +178.7% |
| YTD | +178.2% | -40.5% | +218.7% | +195.4% |
| 1Y | +255.3% | -53.0% | +308.3% | +288.7% |
| 3Y | +323.1% | -59.1% | +382.2% | +348.7% |
| 5Y | +293.2% | -10.7% | +303.9% | +241.5% |
| All | +1,925.8% | +3,788.6% | -1,862.8% | +990.3% |
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