+10.8%
CIFR vs MDLN
-7.5%
+18.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -4.9% | -0.8% | -5.8% |
| 7D | -8.2% | -11.5% | +3.2% | -8.8% |
| 30D | -7.4% | -7.6% | +0.2% | -7.4% |
| 3M | -24.2% | -11.4% | -12.8% | -25.8% |
| 6M | +14.2% | -24.5% | +38.6% | +20.9% |
| YTD | +8.0% | -22.9% | +30.9% | +16.8% |
| All | +10.8% | -7.5% | +18.2% | +20.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling