-33.9%
CIFR vs MP
+147.3%
-181.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | +4.9% | +13.0% | +16.0% |
| 7D | -10.2% | -10.5% | +0.3% | -5.5% |
| 30D | -55.0% | -23.5% | -31.5% | -49.5% |
| 3M | -64.1% | -25.4% | -38.6% | -59.7% |
| 6M | -70.1% | -51.3% | -18.9% | -60.8% |
| YTD | -55.7% | -29.9% | -25.7% | -48.3% |
| 1Y | -69.9% | -31.8% | -38.0% | -64.7% |
| 3Y | +68.7% | +127.0% | -58.3% | +9.2% |
| 5Y | -26.2% | -3.3% | -22.9% | -36.3% |
| All | -33.9% | +147.3% | -181.2% | -42.7% |
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