-71.1%
CIFR vs MTUM
+9.7%
-80.8%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | -2.0% | -18.0% | -15.1% |
| 7D | -26.7% | -10.1% | -16.6% | -3.1% |
| 30D | -58.0% | -15.6% | -42.5% | -34.2% |
| 3M | -68.1% | -12.7% | -55.4% | -53.0% |
| 6M | -63.7% | -3.7% | -59.9% | -61.2% |
| YTD | -56.0% | +9.4% | -65.4% | -66.9% |
| 1Y | -71.1% | +10.2% | -81.4% | -78.6% |
| All | -71.1% | +9.7% | -80.8% | -78.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM 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 MTUM 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