+599.3%
MU vs CELH
-51.9%
+651.2%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.7% | -1.2% | -4.7% |
| 7D | +2.0% | -15.8% | +17.8% | +3.0% |
| 30D | +12.5% | -5.2% | +17.7% | +12.5% |
| 3M | +9.6% | -6.1% | +15.7% | +9.1% |
| 6M | +142.6% | -40.9% | +183.5% | +167.4% |
| YTD | +242.7% | -41.8% | +284.4% | +277.4% |
| 1Y | +599.3% | -52.6% | +651.9% | +700.1% |
| All | +599.3% | -51.9% | +651.2% | +700.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling