-19.4%
CRCL vs MPC
+161.2%
-180.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +3.4% | -0.1% | +3.3% |
| 7D | -11.8% | +2.6% | -14.4% | -11.8% |
| 30D | -20.0% | -12.2% | -7.8% | -20.3% |
| 3M | -5.7% | +20.1% | -25.7% | -8.2% |
| 6M | -49.1% | +60.6% | -109.7% | -51.6% |
| YTD | -15.4% | +150.6% | -165.9% | -24.8% |
| 1Y | -31.7% | +104.7% | -136.4% | -38.1% |
| All | -19.4% | +161.2% | -180.5% | -8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 5y: compounded portfolio wealth divided by compounded MPC 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…
5y analysis · Full analysis span regression · 6 months rolling