+87.0%
CIFR vs MRK
+136.1%
-49.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.2% | +5.6% | +4.0% |
| 7D | +26.7% | -0.9% | +27.6% | +26.4% |
| 30D | +7.7% | +15.5% | -7.7% | +12.0% |
| 3M | -23.8% | +25.1% | -48.9% | -18.9% |
| 6M | +35.9% | +30.1% | +5.8% | +45.5% |
| YTD | +25.4% | +43.1% | -17.7% | +38.0% |
| 1Y | +139.8% | +82.5% | +57.3% | +183.3% |
| 3Y | +515.0% | +49.3% | +465.6% | +575.6% |
| 5Y | +52.1% | +130.3% | -78.2% | +98.2% |
| All | +87.0% | +136.1% | -49.2% | +142.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling