-71.1%
CIFR vs MCK
+31.3%
-102.4%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +7.0% | -26.9% | -13.8% |
| 7D | -26.7% | +11.3% | -38.1% | -18.4% |
| 30D | -58.0% | +16.8% | -74.8% | -51.3% |
| 3M | -68.1% | +28.9% | -97.0% | -59.9% |
| 6M | -63.7% | +32.7% | -96.3% | -52.3% |
| YTD | -56.0% | +30.8% | -86.7% | -39.9% |
| 1Y | -71.1% | +27.6% | -98.7% | -60.1% |
| All | -71.1% | +31.3% | -102.4% | -60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MCK.
Daily Out/Under-Performance
Portfolio return minus MCK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCK 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 1y: compounded portfolio wealth divided by compounded MCK 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…
1y analysis · Full analysis span regression · 6 months rolling