+79.2%
CIFR vs MCD
+29.7%
+49.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.5% | +3.6% | +2.2% |
| 7D | +16.9% | -2.8% | +19.8% | +17.1% |
| 30D | -5.2% | -6.0% | +0.8% | -4.8% |
| 3M | -30.6% | -5.6% | -25.0% | -30.6% |
| 6M | +10.6% | -21.9% | +32.4% | +15.4% |
| YTD | +20.2% | -14.7% | +34.9% | +23.0% |
| 1Y | +139.7% | -17.3% | +157.0% | +146.5% |
| 3Y | +489.4% | -2.2% | +491.5% | +482.0% |
| 5Y | +54.4% | +20.3% | +34.1% | +51.0% |
| All | +79.2% | +29.7% | +49.5% | +75.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling