+70.2%
CIFR vs MCK
+493.3%
-423.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.1% | +5.6% | +5.7% |
| 7D | -5.0% | -2.9% | -2.1% | -6.0% |
| 30D | -5.7% | +0.4% | -6.1% | -5.4% |
| 3M | -25.5% | +12.1% | -37.6% | -21.7% |
| 6M | +19.4% | -5.4% | +24.9% | +21.4% |
| YTD | +14.2% | +7.8% | +6.4% | +20.6% |
| 1Y | +69.0% | +22.9% | +46.1% | +84.7% |
| 3Y | +503.9% | +110.7% | +393.2% | +668.5% |
| 5Y | +27.7% | +346.2% | -318.5% | +72.3% |
| All | +70.2% | +493.3% | -423.1% | +126.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling