-38.5%
CRCL vs MTUM
-74.7%
+36.2%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -77.1% | +68.3% | +8.2% |
| 7D | -13.1% | -79.0% | +65.9% | +13.1% |
| 30D | -17.4% | -80.7% | +63.3% | +17.3% |
| 3M | +9.8% | -79.8% | +89.6% | +48.1% |
| 6M | -39.2% | -78.4% | +39.3% | -30.3% |
| YTD | -12.4% | -74.9% | +62.5% | -25.4% |
| 1Y | -38.5% | -74.8% | +36.3% | -48.0% |
| All | -38.5% | -74.7% | +36.2% | -48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM 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 MTUM 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