+18.1%
CIFR vs MTUM
+29.9%
-11.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +0.2% | -8.9% | -9.1% |
| 7D | +11.3% | +4.1% | +7.2% | +2.1% |
| 30D | +3.5% | +0.6% | +2.8% | +3.4% |
| 3M | -26.6% | -0.6% | -26.0% | -28.0% |
| 6M | +18.1% | +25.3% | -7.2% | -35.1% |
| All | +18.1% | +29.9% | -11.8% | -35.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling