-21.0%
CIFR vs MDB
-41.3%
+20.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.6% | -2.4% | -3.4% |
| 7D | +4.8% | +6.8% | -2.0% | +2.1% |
| 30D | -31.0% | -6.2% | -24.8% | -28.5% |
| 3M | -58.7% | -29.2% | -29.5% | -53.4% |
| 6M | -67.7% | +10.3% | -78.0% | -71.2% |
| YTD | -53.5% | -20.4% | -33.2% | -53.8% |
| 1Y | -54.1% | -4.8% | -49.2% | -59.0% |
| 3Y | +138.2% | -11.6% | +149.8% | +96.0% |
| All | -21.0% | -41.3% | +20.4% | -36.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling