-70.1%
CIFR vs MMM
+28.9%
-99.0%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | -1.4% | +19.3% | +17.2% |
| 7D | -10.2% | +6.2% | -16.4% | -6.2% |
| 30D | -55.0% | +14.2% | -69.3% | -52.7% |
| 3M | -64.1% | +2.9% | -67.0% | -62.5% |
| 6M | -70.1% | +27.6% | -97.7% | -70.6% |
| All | -70.1% | +28.9% | -99.0% | -70.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling