+87.0%
CIFR vs MXL
+171.4%
-84.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +6.0% | -1.7% | +2.1% |
| 7D | +26.7% | +15.5% | +11.2% | +19.9% |
| 30D | +7.7% | -11.3% | +19.1% | +12.4% |
| 3M | -23.8% | -16.1% | -7.7% | -20.9% |
| 6M | +35.9% | +323.0% | -287.1% | -41.0% |
| YTD | +25.4% | +281.5% | -256.1% | -43.0% |
| 1Y | +139.8% | +319.3% | -179.5% | +3.2% |
| 3Y | +515.0% | +189.4% | +325.6% | +175.6% |
| 5Y | +52.1% | +26.0% | +26.1% | -9.1% |
| All | +87.0% | +171.4% | -84.5% | +6.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling