+139.7%
CIFR vs MULL
+3,061.6%
-2,921.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +11.8% | -9.7% | -1.7% |
| 7D | +16.9% | +17.3% | -0.4% | +10.8% |
| 30D | -5.2% | +23.5% | -28.7% | -11.8% |
| 3M | -30.6% | -24.0% | -6.6% | -32.8% |
| 6M | +10.6% | +276.7% | -266.1% | -41.4% |
| YTD | +20.2% | +565.1% | -544.9% | -50.8% |
| 1Y | +139.7% | +2,802.6% | -2,662.9% | -39.6% |
| All | +139.7% | +3,061.6% | -2,921.9% | -39.6% |
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