+61.0%
CIFR vs MKC
-41.5%
+102.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.7% | -4.9% | -5.7% |
| 7D | -8.2% | -2.8% | -5.4% | -8.4% |
| 30D | -7.4% | -3.4% | -4.0% | -7.6% |
| 3M | -24.2% | +3.8% | -27.9% | -24.7% |
| 6M | +14.2% | -17.9% | +32.1% | +15.5% |
| YTD | +8.0% | -23.6% | +31.6% | +9.7% |
| 1Y | +55.5% | -23.1% | +78.6% | +57.6% |
| 3Y | +429.6% | -31.5% | +461.1% | +425.3% |
| 5Y | +20.8% | -33.1% | +53.8% | +17.4% |
| All | +61.0% | -41.5% | +102.5% | +55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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