+146.9%
CIFR vs MPC
+194.6%
-47.7%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +3.4% | +5.5% | +7.8% |
| 7D | +9.4% | +2.6% | +6.8% | +8.7% |
| 30D | -45.3% | -12.2% | -33.1% | -43.3% |
| 3M | -58.7% | +20.1% | -78.8% | -61.9% |
| 6M | -64.9% | +60.6% | -125.5% | -71.6% |
| YTD | -51.8% | +150.6% | -202.4% | -69.8% |
| 1Y | -61.9% | +104.7% | -166.6% | -73.3% |
| All | +146.9% | +194.6% | -47.7% | +13.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling