+8.9%
CRCL vs MTUM
+32.4%
-23.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | -1.2% |
| 7D | -11.2% | +0.7% | -11.9% | -12.1% |
| 30D | +27.1% | -2.4% | +29.5% | +30.8% |
| 3M | +9.6% | -3.6% | +13.3% | +9.5% |
| 6M | -19.7% | +23.7% | -43.3% | -52.0% |
| YTD | +14.2% | +22.9% | -8.7% | -31.3% |
| 1Y | -32.2% | +21.8% | -54.0% | -56.4% |
| All | +8.9% | +32.4% | -23.6% | -38.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling