+8.5%
CRCL vs MTZ
+46.8%
-38.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.5% | +0.7% | -1.3% |
| 7D | -12.5% | 0.0% | -12.5% | -12.6% |
| 30D | +26.9% | -14.8% | +41.8% | +35.9% |
| 3M | +14.4% | -30.8% | +45.2% | +32.1% |
| 6M | -23.5% | -22.6% | -0.9% | -18.6% |
| YTD | +13.9% | +6.8% | +7.1% | -7.1% |
| 1Y | -20.6% | +22.1% | -42.7% | -42.9% |
| All | +8.5% | +46.8% | -38.3% | -42.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling