+70.7%
CIFR vs MTUM
+117.8%
-47.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +0.2% | -8.9% | -9.0% |
| 7D | +11.3% | +4.1% | +7.2% | +4.1% |
| 30D | +3.5% | +0.6% | +2.8% | +3.5% |
| 3M | -26.6% | -0.6% | -26.0% | -24.0% |
| 6M | +18.1% | +25.3% | -7.2% | -13.2% |
| YTD | +14.5% | +23.8% | -9.3% | -12.1% |
| 1Y | +83.3% | +25.4% | +57.9% | +42.5% |
| 3Y | +461.5% | +117.3% | +344.2% | +167.2% |
| 5Y | +29.3% | +79.7% | -50.4% | -26.7% |
| All | +70.7% | +117.8% | -47.1% | -8.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling