+2,683.6%
MUU vs CELH
-17.6%
+2,701.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -6.5% | +12.0% | +6.7% |
| 7D | +15.0% | -11.7% | +26.7% | +17.6% |
| 30D | +36.8% | +1.6% | +35.2% | +35.4% |
| 3M | -8.5% | -2.0% | -6.6% | -10.7% |
| 6M | +320.7% | -36.2% | +356.9% | +367.7% |
| YTD | +599.7% | -39.6% | +639.3% | +691.5% |
| 1Y | +2,569.2% | -50.7% | +2,619.9% | +3,061.0% |
| All | +2,683.6% | -17.6% | +2,701.1% | +2,778.4% |
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 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