-31.2%
CIFR vs MDB
+24.6%
-55.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.6% | -0.6% | +2.4% |
| 7D | -0.7% | -0.9% | +0.2% | +0.3% |
| 30D | -49.6% | -15.2% | -34.5% | -46.0% |
| 3M | -60.4% | -17.9% | -42.4% | -58.3% |
| 6M | -66.9% | +9.3% | -76.2% | -69.9% |
| YTD | -53.9% | -22.0% | -31.9% | -53.6% |
| 1Y | -67.1% | -9.3% | -57.8% | -69.4% |
| 3Y | +118.3% | -10.4% | +128.7% | +84.7% |
| 5Y | -26.9% | -43.2% | +16.4% | -41.7% |
| All | -31.2% | +24.6% | -55.8% | -47.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling