-71.1%
CIFR vs MCHP
+25.9%
-97.1%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | -3.3% | -16.7% | -17.4% |
| 7D | -26.7% | -5.4% | -21.3% | -22.8% |
| 30D | -58.0% | -7.5% | -50.5% | -54.9% |
| 3M | -68.1% | -6.0% | -62.1% | -66.2% |
| 6M | -63.7% | -20.1% | -43.6% | -57.1% |
| YTD | -56.0% | +20.2% | -76.2% | -60.4% |
| 1Y | -71.1% | +29.9% | -101.1% | -75.1% |
| All | -71.1% | +25.9% | -97.1% | -75.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MCHP.
Daily Out/Under-Performance
Portfolio return minus MCHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCHP 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 MCHP 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