+485.5%
CIFR vs MDB
-1.4%
+486.8%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.1% | +6.2% | +3.2% |
| 7D | +16.9% | -17.4% | +34.4% | +22.5% |
| 30D | -5.2% | -2.0% | -3.2% | -6.2% |
| 3M | -30.6% | -3.0% | -27.6% | -31.7% |
| 6M | +10.6% | +48.7% | -38.1% | -8.2% |
| YTD | +20.2% | -12.1% | +32.3% | +18.1% |
| 1Y | +139.7% | +14.5% | +125.2% | +111.0% |
| All | +485.5% | -1.4% | +486.8% | +424.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling