-34.0%
CIFR vs MPC
+1,493.2%
-1,527.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.1% | -4.0% | -4.1% |
| 7D | -19.6% | -8.8% | -10.7% | -18.0% |
| 30D | -51.7% | -14.4% | -37.3% | -50.5% |
| 3M | -60.0% | +21.9% | -82.0% | -61.7% |
| 6M | -68.2% | +60.1% | -128.4% | -71.4% |
| YTD | -55.8% | +142.3% | -198.1% | -63.9% |
| 1Y | -66.8% | +101.7% | -168.5% | -71.8% |
| 3Y | +119.1% | +184.8% | -65.6% | +72.8% |
| 5Y | -25.3% | +564.6% | -589.9% | -45.5% |
| All | -34.0% | +1,493.2% | -1,527.2% | -52.3% |
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