+68.7%
CIFR vs MCD
+10.9%
+57.8%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | -0.5% | +18.5% | +17.7% |
| 7D | -10.2% | +7.1% | -17.3% | -7.6% |
| 30D | -55.0% | +19.8% | -74.8% | -52.8% |
| 3M | -64.1% | +0.8% | -64.9% | -63.0% |
| 6M | -70.1% | -1.3% | -68.8% | -69.0% |
| YTD | -55.7% | -7.8% | -47.9% | -53.3% |
| 1Y | -69.9% | -5.0% | -64.9% | -68.5% |
| 3Y | +68.7% | +10.5% | +58.1% | +84.4% |
| All | +68.7% | +10.9% | +57.8% | +84.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MCD.
Daily Out/Under-Performance
Portfolio return minus MCD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCD 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 MCD 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