+8.9%
CRCL vs MXL
+503.8%
-495.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +7.5% | -7.2% | -0.3% |
| 7D | -11.2% | +18.9% | -30.1% | -12.6% |
| 30D | +27.1% | +0.3% | +26.8% | +26.7% |
| 3M | +9.6% | -8.0% | +17.7% | +7.2% |
| 6M | -19.7% | +341.2% | -360.9% | -43.1% |
| YTD | +14.2% | +327.8% | -313.6% | -18.5% |
| 1Y | -32.2% | +364.9% | -397.1% | -53.3% |
| All | +8.9% | +503.8% | -495.0% | -6.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling