+79.2%
CIFR vs MARA
+356.0%
-276.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.5% | +4.6% | +3.3% |
| 7D | +16.9% | +6.0% | +10.9% | +14.2% |
| 30D | -5.2% | +0.6% | -5.8% | -5.1% |
| 3M | -30.6% | -18.5% | -12.1% | -21.1% |
| 6M | +10.6% | +21.7% | -11.1% | +5.0% |
| YTD | +20.2% | +25.9% | -5.8% | +12.4% |
| 1Y | +139.7% | -25.1% | +164.9% | +185.1% |
| 3Y | +489.4% | -5.7% | +495.1% | +622.9% |
| 5Y | +54.4% | -73.9% | +128.3% | +96.5% |
| All | +79.2% | +356.0% | -276.9% | +125.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MARA.
Daily Out/Under-Performance
Portfolio return minus MARA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MARA 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 MARA 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