+950.8%
MU vs CELH
-43.7%
+994.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.7% | -4.2% | -2.7% |
| 7D | +12.8% | +0.8% | +12.0% | +12.7% |
| 30D | -14.9% | +19.3% | -34.2% | -16.5% |
| 3M | -18.0% | +12.6% | -30.7% | -19.4% |
| 6M | -3.1% | +16.4% | -19.5% | -6.3% |
| YTD | +172.9% | -29.1% | +202.0% | +183.9% |
| 1Y | +228.8% | -26.3% | +255.2% | +239.9% |
| 3Y | +950.8% | -40.1% | +991.0% | +960.6% |
| All | +950.8% | -43.7% | +994.5% | +960.6% |
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