-15.1%
CIFR vs MCD
+22.9%
-38.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.5% |
| 7D | +28.8% | -1.6% | +30.4% | +28.6% |
| 30D | -36.9% | +16.0% | -53.0% | -36.7% |
| 3M | -60.0% | 0.0% | -59.9% | -59.5% |
| 6M | -64.4% | +0.9% | -65.3% | -64.1% |
| YTD | -51.6% | -8.7% | -42.8% | -49.9% |
| 1Y | -58.9% | -8.6% | -50.3% | -57.6% |
| 3Y | +139.9% | +9.9% | +130.1% | +135.0% |
| 5Y | -15.1% | +22.6% | -37.7% | -11.2% |
| All | -15.1% | +22.9% | -38.0% | -11.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling