-13.1%
CRCL vs MDB
+18.3%
-31.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.1% | +2.9% | +0.1% |
| 7D | +17.1% | -17.4% | +34.5% | +23.7% |
| 30D | +61.3% | -2.0% | +63.3% | +61.6% |
| 3M | +12.7% | -3.0% | +15.7% | +12.5% |
| 6M | -3.1% | +48.7% | -51.7% | -15.9% |
| YTD | +28.7% | -12.1% | +40.8% | +28.2% |
| 1Y | -13.1% | +14.5% | -27.6% | -22.9% |
| All | -13.1% | +18.3% | -31.5% | -22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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