-34.0%
CIFR vs MUB
+6.1%
-40.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.7% | -3.3% |
| 7D | -19.6% | +0.6% | -20.2% | -20.8% |
| 30D | -51.7% | +3.4% | -55.1% | -55.6% |
| 3M | -60.0% | -0.7% | -59.3% | -59.3% |
| 6M | -68.2% | -1.0% | -67.3% | -67.5% |
| YTD | -55.8% | 0.0% | -55.7% | -55.4% |
| 1Y | -66.8% | +0.4% | -67.1% | -66.7% |
| 3Y | +119.1% | +10.5% | +108.6% | +63.5% |
| 5Y | -25.3% | +3.1% | -28.4% | -43.9% |
| All | -34.0% | +6.1% | -40.1% | -50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 MUB 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