+87.0%
CIFR vs MDB
+35.5%
+51.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.5% | +7.8% | +5.5% |
| 7D | +26.7% | -18.0% | +44.7% | +34.9% |
| 30D | +7.7% | -10.7% | +18.5% | +10.2% |
| 3M | -23.8% | +1.0% | -24.8% | -26.8% |
| 6M | +35.9% | +31.6% | +4.3% | +14.3% |
| YTD | +25.4% | -15.2% | +40.6% | +22.6% |
| 1Y | +139.8% | +10.1% | +129.6% | +107.2% |
| 3Y | +515.0% | -5.6% | +520.6% | +407.8% |
| 5Y | +52.1% | -24.5% | +76.6% | +16.5% |
| All | +87.0% | +35.5% | +51.4% | +37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 10y: compounded portfolio wealth divided by compounded MDB 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…
10y analysis · Full analysis span regression · 6 months rolling