+70.7%
CIFR vs MGY
+526.7%
-456.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +1.3% | -10.0% | -9.0% |
| 7D | +11.3% | +1.5% | +9.8% | +10.9% |
| 30D | +3.5% | +6.8% | -3.4% | +1.8% |
| 3M | -26.6% | +2.6% | -29.2% | -27.8% |
| 6M | +18.1% | -3.1% | +21.2% | +17.0% |
| YTD | +14.5% | +29.4% | -14.9% | +4.0% |
| 1Y | +83.3% | +22.3% | +61.0% | +69.0% |
| 3Y | +461.5% | +26.6% | +434.9% | +416.9% |
| 5Y | +29.3% | +92.1% | -62.8% | +14.8% |
| All | +70.7% | +526.7% | -456.0% | +46.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling