+70.2%
CIFR vs MDLZ
+25.9%
+44.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | 0.0% | +5.8% | +5.7% |
| 7D | -5.0% | +1.9% | -6.9% | -4.8% |
| 30D | -5.7% | +0.4% | -6.1% | -5.6% |
| 3M | -25.5% | -0.6% | -24.9% | -25.2% |
| 6M | +19.4% | +14.7% | +4.7% | +17.4% |
| YTD | +14.2% | +18.0% | -3.8% | +12.0% |
| 1Y | +69.0% | +4.1% | +64.9% | +68.1% |
| 3Y | +503.9% | -4.6% | +508.5% | +500.5% |
| 5Y | +27.7% | +18.4% | +9.3% | +16.9% |
| All | +70.2% | +25.9% | +44.3% | +49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLZ.
Daily Out/Under-Performance
Portfolio return minus MDLZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLZ 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 MDLZ 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