+8.9%
CRCL vs MULL
+3,278.7%
-3,269.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.5% |
| 7D | -11.2% | -8.4% | -2.8% | -10.1% |
| 30D | +27.1% | +9.7% | +17.4% | +24.9% |
| 3M | +9.6% | -26.8% | +36.4% | +7.7% |
| 6M | -19.7% | +220.7% | -240.4% | -41.4% |
| YTD | +14.2% | +509.0% | -494.8% | -27.0% |
| 1Y | -32.2% | +1,739.5% | -1,771.8% | -63.5% |
| All | +8.9% | +3,278.7% | -3,269.8% | -44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 3y: compounded portfolio wealth divided by compounded MULL 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…
3y analysis · Full analysis span regression · 6 months rolling