+79.2%
CIFR vs MLM
+105.5%
-26.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.1% | +1.0% | +1.3% |
| 7D | +16.9% | -2.9% | +19.8% | +19.4% |
| 30D | -5.2% | -6.8% | +1.6% | -0.4% |
| 3M | -30.6% | -11.2% | -19.3% | -26.5% |
| 6M | +10.6% | -21.8% | +32.4% | +31.6% |
| YTD | +20.2% | -17.0% | +37.2% | +36.8% |
| 1Y | +139.7% | -16.4% | +156.1% | +171.7% |
| 3Y | +489.4% | +14.5% | +474.9% | +450.8% |
| 5Y | +54.4% | +41.7% | +12.6% | +25.5% |
| All | +79.2% | +105.5% | -26.3% | +43.1% |
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