+70.2%
CIFR vs MTUM
+116.2%
-46.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.3% | +4.4% | +3.5% |
| 7D | -5.0% | +0.7% | -5.7% | -6.0% |
| 30D | -5.7% | -2.4% | -3.3% | -0.5% |
| 3M | -25.5% | -3.6% | -21.9% | -19.0% |
| 6M | +19.4% | +23.7% | -4.2% | -10.0% |
| YTD | +14.2% | +22.9% | -8.7% | -11.1% |
| 1Y | +69.0% | +21.8% | +47.2% | +37.2% |
| 3Y | +503.9% | +114.4% | +389.5% | +193.1% |
| 5Y | +27.7% | +79.6% | -51.9% | -26.7% |
| All | +70.2% | +116.2% | -46.0% | -7.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling