+1,384.0%
MU vs CELH
-59.6%
+1,443.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -6.5% | +9.2% | +3.5% |
| 7D | +7.5% | -11.7% | +19.2% | +8.9% |
| 30D | +19.4% | +1.6% | +17.8% | +18.8% |
| 3M | +9.8% | -2.0% | +11.8% | +8.8% |
| 6M | +164.1% | -36.2% | +200.3% | +177.9% |
| YTD | +260.3% | -39.6% | +299.9% | +281.5% |
| 1Y | +661.2% | -50.7% | +711.9% | +722.7% |
| All | +1,384.0% | -59.6% | +1,443.6% | +1,459.4% |
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