-31.2%
CIFR vs MPWR
+362.0%
-393.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +16.6% | -12.6% | -7.9% |
| 7D | -0.7% | +11.6% | -12.3% | -7.3% |
| 30D | -49.6% | +0.1% | -49.8% | -49.0% |
| 3M | -60.4% | -0.8% | -59.5% | -59.2% |
| 6M | -66.9% | -13.0% | -53.8% | -62.6% |
| YTD | -53.9% | +53.9% | -107.8% | -64.5% |
| 1Y | -67.1% | +45.8% | -112.9% | -73.7% |
| 3Y | +118.3% | +194.3% | -76.0% | +8.3% |
| 5Y | -26.9% | +160.1% | -187.0% | -64.7% |
| All | -31.2% | +362.0% | -393.2% | -69.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MPWR.
Daily Out/Under-Performance
Portfolio return minus MPWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPWR 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 MPWR 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