-27.8%
CIFR vs MMM
+60.7%
-88.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +1.6% |
| 7D | +28.8% | -0.8% | +29.6% | +29.4% |
| 30D | -36.9% | +14.4% | -51.4% | -44.8% |
| 3M | -60.0% | +1.8% | -61.8% | -61.6% |
| 6M | -64.4% | +31.3% | -95.6% | -72.8% |
| YTD | -51.6% | +18.0% | -69.5% | -59.4% |
| 1Y | -58.9% | +10.9% | -69.7% | -63.7% |
| 3Y | +139.9% | +160.6% | -20.7% | -1.4% |
| 5Y | -15.1% | +44.5% | -59.6% | -49.6% |
| All | -27.8% | +60.7% | -88.4% | -57.7% |
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