-29.5%
CIFR vs MCD
+21.9%
-51.4%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | -0.5% | +18.5% | +17.9% |
| 7D | -10.2% | +7.1% | -17.3% | -9.6% |
| 30D | -55.0% | +19.8% | -74.8% | -54.9% |
| 3M | -64.1% | +0.8% | -64.9% | -63.6% |
| 6M | -70.1% | -1.3% | -68.8% | -69.6% |
| YTD | -55.7% | -7.8% | -47.9% | -54.1% |
| 1Y | -69.9% | -5.0% | -64.9% | -69.1% |
| 3Y | +68.7% | +10.5% | +58.1% | +65.3% |
| All | -29.5% | +21.9% | -51.4% | -27.9% |
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