+70.2%
CIFR vs MCHP
+49.2%
+21.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.7% | +2.0% | +3.3% |
| 7D | -5.0% | 0.0% | -5.1% | -4.9% |
| 30D | -5.7% | -6.0% | +0.3% | -1.2% |
| 3M | -25.5% | -19.7% | -5.9% | -14.6% |
| 6M | +19.4% | +14.0% | +5.4% | +10.7% |
| YTD | +14.2% | +18.4% | -4.3% | +1.2% |
| 1Y | +69.0% | +17.1% | +51.9% | +51.3% |
| 3Y | +503.9% | +0.7% | +503.2% | +462.5% |
| 5Y | +27.7% | +5.1% | +22.6% | +13.9% |
| All | +70.2% | +49.2% | +21.0% | +47.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling