-26.9%
CIFR vs MLM
+27.9%
-54.8%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.5% | +1.6% | +1.9% |
| 7D | -0.7% | -3.8% | +3.1% | +2.2% |
| 30D | -49.6% | +11.0% | -60.6% | -54.9% |
| 3M | -60.4% | -3.1% | -57.3% | -60.1% |
| 6M | -66.9% | -9.8% | -57.1% | -65.5% |
| YTD | -53.9% | -14.4% | -39.5% | -48.6% |
| 1Y | -67.1% | -12.6% | -54.5% | -64.0% |
| 3Y | +118.3% | +19.7% | +98.5% | +83.7% |
| 5Y | -26.9% | +29.8% | -56.6% | -45.7% |
| All | -26.9% | +27.9% | -54.8% | -45.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling