-28.2%
CIFR vs MDT
+12.5%
-40.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | 0.0% | +8.9% | +8.9% |
| 7D | +9.4% | -3.2% | +12.6% | +10.2% |
| 30D | -45.3% | +10.5% | -55.8% | -47.7% |
| 3M | -58.7% | +13.0% | -71.7% | -61.2% |
| 6M | -64.9% | +38.7% | -103.6% | -70.9% |
| YTD | -51.8% | +8.5% | -60.3% | -54.2% |
| 1Y | -61.9% | +10.0% | -72.0% | -64.0% |
| 3Y | +138.6% | +58.6% | +80.0% | +86.3% |
| 5Y | -13.0% | -0.3% | -12.7% | -25.6% |
| All | -28.2% | +12.5% | -40.7% | -39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MDT.
Daily Out/Under-Performance
Portfolio return minus MDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDT 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 MDT 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