-33.9%
CIFR vs MPC
+1,424.5%
-1,458.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | -1.2% | +19.1% | +18.1% |
| 7D | -10.2% | -16.2% | +6.0% | -7.3% |
| 30D | -55.0% | -15.7% | -39.3% | -53.8% |
| 3M | -64.1% | +24.9% | -89.0% | -65.8% |
| 6M | -70.1% | +52.7% | -122.8% | -72.9% |
| YTD | -55.7% | +131.9% | -187.5% | -63.6% |
| 1Y | -69.9% | +96.6% | -166.5% | -74.3% |
| 3Y | +68.7% | +163.8% | -95.1% | +34.2% |
| 5Y | -26.2% | +533.1% | -559.3% | -45.8% |
| All | -33.9% | +1,424.5% | -1,458.3% | -51.8% |
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