+505.7%
CIFR vs MRK
+48.0%
+457.7%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.6% | -8.1% | -8.7% |
| 7D | +11.3% | -2.7% | +14.0% | +11.4% |
| 30D | +3.5% | +12.7% | -9.2% | +3.1% |
| 3M | -26.6% | +24.2% | -50.9% | -27.7% |
| 6M | +18.1% | +27.8% | -9.7% | +16.0% |
| YTD | +14.5% | +42.2% | -27.7% | +11.1% |
| 1Y | +83.3% | +80.2% | +3.1% | +72.1% |
| All | +505.7% | +48.0% | +457.7% | +422.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling