+87.0%
CIFR vs MDLZ
+24.2%
+62.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.6% | +3.8% | +4.4% |
| 7D | +26.7% | 0.0% | +26.7% | +26.7% |
| 30D | +7.7% | -1.6% | +9.3% | +7.6% |
| 3M | -23.8% | +0.9% | -24.7% | -23.9% |
| 6M | +35.9% | +7.3% | +28.6% | +34.3% |
| YTD | +25.4% | +16.4% | +9.0% | +22.8% |
| 1Y | +139.8% | +3.0% | +136.8% | +138.1% |
| 3Y | +515.0% | -3.7% | +518.7% | +505.6% |
| 5Y | +52.1% | +15.6% | +36.5% | +39.1% |
| All | +87.0% | +24.2% | +62.7% | +64.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling