+138.2%
CIFR vs MMM
+158.4%
-20.2%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.0% | -3.1% | -3.5% |
| 7D | +4.8% | -0.4% | +5.2% | +5.1% |
| 30D | -31.0% | +12.1% | -43.1% | -37.3% |
| 3M | -58.7% | +1.4% | -60.1% | -59.9% |
| 6M | -67.7% | +26.6% | -94.3% | -73.8% |
| YTD | -53.5% | +16.8% | -70.3% | -59.8% |
| 1Y | -54.1% | +10.1% | -64.1% | -58.5% |
| 3Y | +138.2% | +158.4% | -20.2% | +3.8% |
| All | +138.2% | +158.4% | -20.2% | +3.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling