+116.9%
CIFR vs MULL
+2,366.2%
-2,249.3%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -9.3% | +3.7% | -2.4% |
| 7D | -8.2% | +3.6% | -11.8% | -9.9% |
| 30D | -7.4% | +22.0% | -29.4% | -14.3% |
| 3M | -24.2% | -8.6% | -15.5% | -30.7% |
| 6M | +14.2% | +248.5% | -234.3% | -42.6% |
| YTD | +8.0% | +516.3% | -508.3% | -59.3% |
| 1Y | +55.5% | +2,036.6% | -1,981.1% | -67.2% |
| All | +116.9% | +2,366.2% | -2,249.3% | -63.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling