+79.2%
CIFR vs MPC
+1,490.5%
-1,411.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.3% | +1.8% | +2.1% |
| 7D | +16.9% | +5.4% | +11.5% | +15.8% |
| 30D | -5.2% | +31.0% | -36.2% | -10.1% |
| 3M | -30.6% | +46.0% | -76.6% | -35.7% |
| 6M | +10.6% | +77.3% | -66.7% | -2.5% |
| YTD | +20.2% | +141.9% | -121.7% | -1.5% |
| 1Y | +139.7% | +120.9% | +18.8% | +99.9% |
| 3Y | +489.4% | +182.7% | +306.7% | +367.5% |
| 5Y | +54.4% | +646.4% | -592.0% | +13.3% |
| All | +79.2% | +1,490.5% | -1,411.4% | +30.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling