+79.2%
CIFR vs MKC
-40.3%
+119.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.1% | +2.1% |
| 7D | +16.9% | -5.9% | +22.8% | +16.6% |
| 30D | -5.2% | -0.9% | -4.3% | -5.3% |
| 3M | -30.6% | +12.7% | -43.3% | -31.3% |
| 6M | +10.6% | -19.3% | +29.9% | +12.3% |
| YTD | +20.2% | -22.2% | +42.3% | +22.2% |
| 1Y | +139.7% | -23.3% | +163.1% | +144.0% |
| 3Y | +489.4% | -30.0% | +519.4% | +485.1% |
| 5Y | +54.4% | -33.8% | +88.2% | +50.2% |
| All | +79.2% | -40.3% | +119.5% | +73.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling