+17.1%
CIFR vs MDLN
-7.1%
+24.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.4% | +5.3% | +5.7% |
| 7D | -5.0% | -11.1% | +6.1% | -5.5% |
| 30D | -5.7% | -8.4% | +2.7% | -5.7% |
| 3M | -25.5% | -12.4% | -13.2% | -26.9% |
| 6M | +19.4% | -23.3% | +42.7% | +26.5% |
| YTD | +14.2% | -22.5% | +36.7% | +23.5% |
| All | +17.1% | -7.1% | +24.2% | +27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLN.
Daily Out/Under-Performance
Portfolio return minus MDLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLN 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 MDLN 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