+20.8%
CIFR vs MXL
+29.7%
-9.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -3.0% | -2.6% | -4.5% |
| 7D | -8.2% | +16.6% | -24.9% | -14.1% |
| 30D | -7.4% | +0.5% | -7.8% | -8.1% |
| 3M | -24.2% | -3.6% | -20.5% | -25.7% |
| 6M | +14.2% | +328.0% | -313.8% | -55.2% |
| YTD | +8.0% | +297.8% | -289.8% | -56.3% |
| 1Y | +55.5% | +339.4% | -283.9% | -41.0% |
| 3Y | +429.6% | +201.7% | +227.8% | +109.0% |
| 5Y | +20.8% | +32.8% | -12.0% | -36.0% |
| All | +20.8% | +29.7% | -9.0% | -36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 5y: compounded portfolio wealth divided by compounded MXL 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…
5y analysis · Full analysis span regression · 6 months rolling