-27.8%
CIFR vs MP
+161.5%
-189.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.0% | -1.4% | -0.2% |
| 7D | +28.8% | +11.0% | +17.8% | +24.0% |
| 30D | -36.9% | -11.7% | -25.2% | -32.9% |
| 3M | -60.0% | -30.8% | -29.2% | -53.6% |
| 6M | -64.4% | -42.9% | -21.5% | -55.9% |
| YTD | -51.6% | -25.9% | -25.7% | -44.7% |
| 1Y | -58.9% | -37.3% | -21.6% | -50.3% |
| 3Y | +139.9% | +150.7% | -10.7% | +49.7% |
| 5Y | -15.1% | -19.3% | +4.2% | -27.6% |
| All | -27.8% | +161.5% | -189.3% | -38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 MP 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