-71.1%
CIFR vs MRK
+87.2%
-158.3%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +3.9% | -23.9% | -19.0% |
| 7D | -26.7% | +6.7% | -33.4% | -25.7% |
| 30D | -58.0% | +7.8% | -65.8% | -57.2% |
| 3M | -68.1% | +18.2% | -86.3% | -66.8% |
| 6M | -63.7% | +34.7% | -98.3% | -62.9% |
| YTD | -56.0% | +45.8% | -101.8% | -54.7% |
| 1Y | -71.1% | +84.6% | -155.7% | -72.6% |
| All | -71.1% | +87.2% | -158.3% | -72.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MRK.
Daily Out/Under-Performance
Portfolio return minus MRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRK 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 1y: compounded portfolio wealth divided by compounded MRK 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…
1y analysis · Full analysis span regression · 6 months rolling