+471.3%
CIFR vs MGY
+24.9%
+446.4%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.3% | -5.4% | -5.5% |
| 7D | -8.2% | +1.8% | -10.0% | -9.1% |
| 30D | -7.4% | +6.5% | -13.9% | -10.4% |
| 3M | -24.2% | +0.3% | -24.5% | -25.4% |
| 6M | +14.2% | -2.4% | +16.6% | +10.5% |
| YTD | +8.0% | +29.0% | -21.0% | -16.4% |
| 1Y | +55.5% | +17.0% | +38.5% | +28.8% |
| All | +471.3% | +24.9% | +446.4% | +300.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling