-21.0%
CIFR vs MP
-13.0%
-8.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.5% | -7.6% | -5.8% |
| 7D | +4.8% | +9.5% | -4.6% | +0.1% |
| 30D | -31.0% | -3.0% | -28.0% | -29.0% |
| 3M | -58.7% | -30.4% | -28.4% | -50.3% |
| 6M | -67.7% | -39.2% | -28.5% | -58.9% |
| YTD | -53.5% | -23.3% | -30.2% | -46.5% |
| 1Y | -54.1% | -32.6% | -21.4% | -44.0% |
| 3Y | +138.2% | +159.3% | -21.1% | +0.2% |
| All | -21.0% | -13.0% | -8.0% | -37.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling