+43.0%
CIFR vs MP
+104.2%
-61.2%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.6% | -6.0% | -8.6% | -12.0% |
| 7D | -31.5% | -19.0% | -12.5% | -24.4% |
| 30D | -64.2% | -30.5% | -33.7% | -57.7% |
| 3M | -70.3% | -29.6% | -40.8% | -65.6% |
| 6M | -74.9% | -50.4% | -24.5% | -66.6% |
| YTD | -62.4% | -33.2% | -29.2% | -54.6% |
| 1Y | -77.5% | -38.6% | -39.0% | -72.2% |
| All | +43.0% | +104.2% | -61.2% | -21.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling