+138.2%
CIFR vs MLM
+15.7%
+122.5%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.3% | -3.4% |
| 7D | +4.8% | -0.9% | +5.7% | +5.6% |
| 30D | -31.0% | +9.0% | -40.0% | -37.9% |
| 3M | -58.7% | -5.6% | -53.2% | -57.3% |
| 6M | -67.7% | -10.7% | -57.0% | -66.2% |
| YTD | -53.5% | -17.2% | -36.4% | -45.9% |
| 1Y | -54.1% | -14.2% | -39.8% | -48.7% |
| 3Y | +138.2% | +15.6% | +122.6% | +117.5% |
| All | +138.2% | +15.7% | +122.5% | +117.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling