+151.8%
CIFR vs MULL
+2,481.0%
-2,329.2%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.0% | +7.4% | +5.4% |
| 7D | +26.7% | +14.0% | +12.7% | +20.7% |
| 30D | +7.7% | +24.8% | -17.1% | -0.8% |
| 3M | -23.8% | -16.1% | -7.7% | -28.0% |
| 6M | +35.9% | +330.9% | -295.0% | -36.8% |
| YTD | +25.4% | +545.0% | -519.6% | -53.4% |
| 1Y | +139.8% | +2,427.1% | -2,287.4% | -52.3% |
| All | +151.8% | +2,481.0% | -2,329.2% | -58.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling