+68.7%
CIFR vs MP
+114.3%
-45.7%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | +4.9% | +13.0% | +15.8% |
| 7D | -10.2% | -10.5% | +0.3% | -5.0% |
| 30D | -55.0% | -23.5% | -31.5% | -48.9% |
| 3M | -64.1% | -25.4% | -38.6% | -59.2% |
| 6M | -70.1% | -51.3% | -18.9% | -60.0% |
| YTD | -55.7% | -29.9% | -25.7% | -47.4% |
| 1Y | -69.9% | -31.8% | -38.0% | -64.1% |
| 3Y | +68.7% | +127.0% | -58.3% | -8.6% |
| All | +68.7% | +114.3% | -45.7% | -8.6% |
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