-30.7%
CIFR vs MDT
+13.9%
-44.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.9% | -5.9% | -4.6% |
| 7D | +4.8% | +1.0% | +3.8% | +4.5% |
| 30D | -31.0% | +9.2% | -40.1% | -33.6% |
| 3M | -58.7% | +14.5% | -73.2% | -61.4% |
| 6M | -67.7% | +37.3% | -105.0% | -72.9% |
| YTD | -53.5% | +9.8% | -63.3% | -56.0% |
| 1Y | -54.1% | +10.5% | -64.6% | -56.5% |
| 3Y | +138.2% | +57.4% | +80.8% | +87.2% |
| 5Y | -18.5% | +1.2% | -19.7% | -30.6% |
| All | -30.7% | +13.9% | -44.6% | -41.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling