+29.3%
CIFR vs MRK
+129.3%
-100.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.6% | -8.1% | -8.9% |
| 7D | +11.3% | -2.7% | +14.0% | +10.5% |
| 30D | +3.5% | +12.7% | -9.2% | +7.2% |
| 3M | -26.6% | +24.2% | -50.9% | -21.7% |
| 6M | +18.1% | +27.8% | -9.7% | +26.5% |
| YTD | +14.5% | +42.2% | -27.7% | +26.9% |
| 1Y | +83.3% | +80.2% | +3.1% | +119.3% |
| 3Y | +461.5% | +48.4% | +413.1% | +519.9% |
| 5Y | +29.3% | +133.6% | -104.3% | +86.8% |
| All | +29.3% | +129.3% | -100.0% | +86.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling