+70.2%
CIFR vs MGY
+525.8%
-455.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.2% | +5.5% | +5.7% |
| 7D | -5.0% | +3.5% | -8.6% | -5.8% |
| 30D | -5.7% | +5.3% | -11.0% | -6.9% |
| 3M | -25.5% | +2.6% | -28.2% | -26.6% |
| 6M | +19.4% | -3.3% | +22.7% | +18.3% |
| YTD | +14.2% | +29.2% | -15.1% | +3.7% |
| 1Y | +69.0% | +18.0% | +51.0% | +57.3% |
| 3Y | +503.9% | +30.0% | +473.9% | +453.9% |
| 5Y | +27.7% | +92.7% | -65.0% | +13.4% |
| All | +70.2% | +525.8% | -455.6% | +46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 MGY 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