-71.1%
CIFR vs MULL
+444.9%
-516.0%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | -13.8% | -6.2% | -15.3% |
| 7D | -26.7% | -35.9% | +9.2% | -14.3% |
| 30D | -58.0% | -47.3% | -10.7% | -47.9% |
| 3M | -68.1% | -30.6% | -37.5% | -64.0% |
| 6M | -63.7% | +13.7% | -77.4% | -69.2% |
| YTD | -56.0% | +272.1% | -328.1% | -74.9% |
| 1Y | -71.1% | +475.1% | -546.2% | -86.0% |
| All | -71.1% | +444.9% | -516.0% | -86.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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