-31.2%
CIFR vs MMM
+62.7%
-93.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.9% | +2.2% | +2.7% |
| 7D | -0.7% | +5.8% | -6.5% | -6.8% |
| 30D | -49.6% | +17.9% | -67.6% | -56.9% |
| 3M | -60.4% | +3.6% | -63.9% | -62.4% |
| 6M | -66.9% | +32.9% | -99.8% | -74.9% |
| YTD | -53.9% | +19.5% | -73.3% | -61.7% |
| 1Y | -67.1% | +16.5% | -83.6% | -72.2% |
| 3Y | +118.3% | +167.2% | -48.9% | -12.1% |
| 5Y | -26.9% | +48.2% | -75.1% | -57.1% |
| All | -31.2% | +62.7% | -93.9% | -60.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling