-29.5%
CIFR vs MPC
+527.1%
-556.6%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | -1.2% | +19.1% | +18.2% |
| 7D | -10.2% | -16.2% | +6.0% | -6.8% |
| 30D | -55.0% | -15.7% | -39.3% | -53.7% |
| 3M | -64.1% | +24.9% | -89.0% | -66.2% |
| 6M | -70.1% | +52.7% | -122.8% | -73.4% |
| YTD | -55.7% | +131.9% | -187.5% | -65.2% |
| 1Y | -69.9% | +96.6% | -166.5% | -75.2% |
| 3Y | +68.7% | +163.8% | -95.1% | +27.3% |
| All | -29.5% | +527.1% | -556.6% | -51.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling