+22.6%
CRCL vs MLM
-6.0%
+28.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.3% | -1.2% |
| 7D | +17.1% | -2.9% | +20.0% | +17.3% |
| 30D | +61.3% | -6.8% | +68.1% | +61.7% |
| 3M | +12.7% | -11.2% | +23.9% | +13.0% |
| 6M | -3.1% | -21.8% | +18.8% | -1.3% |
| YTD | +28.7% | -17.0% | +45.7% | +25.9% |
| 1Y | -13.1% | -16.4% | +3.2% | -15.1% |
| All | +22.6% | -6.0% | +28.6% | +41.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling