+70.2%
CIFR vs MRK
+128.9%
-58.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.5% | +6.2% | +5.6% |
| 7D | -5.0% | -4.3% | -0.8% | -6.0% |
| 30D | -5.7% | +8.3% | -14.0% | -3.6% |
| 3M | -25.5% | +20.0% | -45.6% | -21.5% |
| 6M | +19.4% | +25.7% | -6.2% | +26.7% |
| YTD | +14.2% | +38.7% | -24.6% | +24.7% |
| 1Y | +69.0% | +74.7% | -5.7% | +97.5% |
| 3Y | +503.9% | +45.4% | +458.6% | +560.3% |
| 5Y | +27.7% | +129.0% | -101.4% | +65.2% |
| All | +70.2% | +128.9% | -58.7% | +118.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling