+7,876.4%
MU vs CELH
+283.2%
+7,593.1%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -3.0% | +9.1% | +6.2% |
| 7D | +9.0% | -7.0% | +16.0% | +9.2% |
| 30D | +13.8% | +5.2% | +8.6% | +13.4% |
| 3M | +2.1% | +10.5% | -8.4% | +1.4% |
| 6M | +153.8% | -32.7% | +186.5% | +156.3% |
| YTD | +256.4% | -33.0% | +289.4% | +259.8% |
| 1Y | +719.8% | -49.5% | +769.3% | +734.4% |
| 3Y | +1,360.4% | -52.6% | +1,413.0% | +1,374.4% |
| 5Y | +1,312.4% | +5.2% | +1,307.2% | +1,275.0% |
| 10Y | +6,142.6% | +4,178.1% | +1,964.4% | +5,417.2% |
| All | +7,876.4% | +283.2% | +7,593.1% | +5,853.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling