-31.6%
CRCL vs MXL
+276.5%
-308.1%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -11.1% | +12.3% | +2.1% |
| 7D | -6.8% | -24.3% | +17.5% | -4.9% |
| 30D | -8.6% | -46.1% | +37.5% | -4.7% |
| 3M | +20.3% | -21.8% | +42.2% | +21.5% |
| 6M | -36.3% | -27.2% | -9.1% | -37.0% |
| YTD | -4.0% | +226.2% | -230.2% | -37.3% |
| 1Y | -31.6% | +297.0% | -328.6% | -62.5% |
| All | -31.6% | +276.5% | -308.1% | -62.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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