-13.1%
CRCL vs MTUM
+26.3%
-39.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.8% | -3.0% | -3.2% |
| 7D | +17.1% | +1.7% | +15.4% | +15.0% |
| 30D | +61.3% | -1.7% | +62.9% | +64.3% |
| 3M | +12.7% | -6.3% | +19.1% | +18.1% |
| 6M | -3.1% | +21.8% | -24.9% | -38.8% |
| YTD | +28.7% | +22.0% | +6.7% | -20.1% |
| 1Y | -13.1% | +25.3% | -38.5% | -41.5% |
| All | -13.1% | +26.3% | -39.4% | -41.5% |
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