-19.4%
CRCL vs MP
+50.0%
-69.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.7% | +2.6% | +3.1% |
| 7D | -11.8% | +2.3% | -14.1% | -12.3% |
| 30D | -20.0% | -15.3% | -4.7% | -16.5% |
| 3M | -5.7% | -33.5% | +27.8% | +3.9% |
| 6M | -49.1% | -45.5% | -3.5% | -41.9% |
| YTD | -15.4% | -27.3% | +11.9% | -8.9% |
| 1Y | -31.7% | -40.7% | +9.0% | -24.4% |
| All | -19.4% | +50.0% | -69.4% | -19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 10y: compounded portfolio wealth divided by compounded MP 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…
10y analysis · Full analysis span regression · 6 months rolling