-71.1%
CIFR vs MTCH
+27.4%
-98.6%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +4.4% | -24.4% | -19.1% |
| 7D | -26.7% | -4.4% | -22.3% | -26.5% |
| 30D | -58.0% | -0.3% | -57.7% | -58.0% |
| 3M | -68.1% | -2.0% | -66.1% | -68.0% |
| 6M | -63.7% | +6.4% | -70.1% | -64.5% |
| YTD | -56.0% | +27.3% | -83.3% | -58.8% |
| 1Y | -71.1% | +30.3% | -101.5% | -74.2% |
| All | -71.1% | +27.4% | -98.6% | -74.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 1y: compounded portfolio wealth divided by compounded MTCH 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…
1y analysis · Full analysis span regression · 6 months rolling