-31.6%
CRCL vs MLM
-11.4%
-20.2%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.4% | -1.2% | +1.2% |
| 7D | -6.8% | +9.1% | -16.0% | -7.1% |
| 30D | -8.6% | +14.6% | -23.3% | -9.2% |
| 3M | +20.3% | +0.3% | +20.1% | +19.8% |
| 6M | -36.3% | -7.5% | -28.9% | -36.0% |
| YTD | -4.0% | -10.2% | +6.2% | -12.4% |
| 1Y | -31.6% | -10.5% | -21.1% | -37.6% |
| All | -31.6% | -11.4% | -20.2% | -37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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