-28.2%
CIFR vs MLM
+109.2%
-137.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | -0.8% | +9.7% | +9.4% |
| 7D | +9.4% | -5.8% | +15.2% | +14.5% |
| 30D | -45.3% | +9.8% | -55.1% | -49.7% |
| 3M | -58.7% | -5.2% | -53.5% | -57.7% |
| 6M | -64.9% | -10.3% | -54.7% | -63.6% |
| YTD | -51.8% | -15.5% | -36.4% | -46.6% |
| 1Y | -61.9% | -15.0% | -46.9% | -57.8% |
| 3Y | +138.6% | +17.5% | +121.1% | +116.4% |
| 5Y | -13.0% | +30.5% | -43.5% | -29.6% |
| All | -28.2% | +109.2% | -137.4% | -44.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling