-31.2%
CIFR vs MPC
+1,494.6%
-1,525.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.6% | -0.5% | +3.3% |
| 7D | -0.7% | -9.4% | +8.7% | +1.2% |
| 30D | -49.6% | -14.3% | -35.3% | -48.4% |
| 3M | -60.4% | +31.1% | -91.5% | -62.6% |
| 6M | -66.9% | +60.3% | -127.1% | -70.1% |
| YTD | -53.9% | +142.5% | -196.4% | -62.4% |
| 1Y | -67.1% | +104.6% | -171.7% | -72.2% |
| 3Y | +118.3% | +191.7% | -73.4% | +71.8% |
| 5Y | -26.9% | +549.2% | -576.1% | -46.6% |
| All | -31.2% | +1,494.6% | -1,525.8% | -50.3% |
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