-33.9%
CIFR vs MLM
+106.8%
-140.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | -1.8% | +19.8% | +19.2% |
| 7D | -10.2% | -4.1% | -6.1% | -8.0% |
| 30D | -55.0% | +8.2% | -63.2% | -58.2% |
| 3M | -64.1% | -3.6% | -60.5% | -63.7% |
| 6M | -70.1% | -15.6% | -54.6% | -67.4% |
| YTD | -55.7% | -16.4% | -39.2% | -50.5% |
| 1Y | -69.9% | -14.3% | -55.5% | -66.9% |
| 3Y | +68.7% | +19.3% | +49.4% | +51.6% |
| 5Y | -26.2% | +29.6% | -55.8% | -39.9% |
| All | -33.9% | +106.8% | -140.7% | -48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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