+70.7%
CIFR vs MMM
+41.8%
+28.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -1.9% | -6.8% | -7.2% |
| 7D | +11.3% | -2.6% | +13.9% | +13.8% |
| 30D | +3.5% | -9.3% | +12.8% | +11.9% |
| 3M | -26.6% | +5.6% | -32.2% | -31.0% |
| 6M | +18.1% | +9.5% | +8.6% | +8.2% |
| YTD | +14.5% | +4.1% | +10.4% | +8.9% |
| 1Y | +83.3% | +9.4% | +73.9% | +63.9% |
| 3Y | +461.5% | +101.0% | +360.5% | +194.9% |
| 5Y | +29.3% | +26.1% | +3.2% | -13.4% |
| All | +70.7% | +41.8% | +28.9% | +13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MMM.
Daily Out/Under-Performance
Portfolio return minus MMM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MMM 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 MMM 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