-30.7%
CIFR vs MPC
+1,595.9%
-1,626.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.4% | -4.5% | -4.1% |
| 7D | +4.8% | +11.2% | -6.4% | +2.9% |
| 30D | -31.0% | -14.5% | -16.5% | -29.2% |
| 3M | -58.7% | +16.7% | -75.4% | -60.1% |
| 6M | -67.7% | +67.6% | -135.3% | -71.1% |
| YTD | -53.5% | +157.9% | -211.4% | -62.5% |
| 1Y | -54.1% | +116.7% | -170.7% | -61.5% |
| 3Y | +138.2% | +199.8% | -61.6% | +85.9% |
| 5Y | -18.5% | +604.4% | -622.9% | -41.2% |
| All | -30.7% | +1,595.9% | -1,626.6% | -50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 MPC 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