-13.1%
CRCL vs MTZ
+30.9%
-44.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.1% | -3.3% | -2.0% |
| 7D | +17.1% | -1.6% | +18.7% | +17.8% |
| 30D | +61.3% | -11.1% | +72.3% | +68.0% |
| 3M | +12.7% | -36.7% | +49.4% | +33.6% |
| 6M | -3.1% | -21.9% | +18.9% | +4.4% |
| YTD | +28.7% | +9.1% | +19.6% | +13.2% |
| 1Y | -13.1% | +30.0% | -43.1% | -22.0% |
| All | -13.1% | +30.9% | -44.0% | -22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTZ.
Daily Out/Under-Performance
Portfolio return minus MTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTZ 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 MTZ 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