+5,744.5%
MU vs CELH
+3,704.3%
+2,040.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.7% | -1.2% | -4.4% |
| 7D | +2.0% | -15.8% | +17.8% | +4.4% |
| 30D | +12.5% | -5.2% | +17.7% | +13.1% |
| 3M | +9.6% | -6.1% | +15.7% | +9.1% |
| 6M | +142.6% | -40.9% | +183.5% | +157.2% |
| YTD | +242.7% | -41.8% | +284.4% | +263.3% |
| 1Y | +599.3% | -52.6% | +651.9% | +658.7% |
| 3Y | +1,308.3% | -60.4% | +1,368.7% | +1,395.3% |
| 5Y | +1,263.7% | -12.6% | +1,276.4% | +1,099.2% |
| All | +5,744.5% | +3,704.3% | +2,040.2% | +3,196.8% |
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