+70.2%
CIFR vs MTCH
-61.2%
+131.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.4% | +4.3% | +5.0% |
| 7D | -5.0% | +1.3% | -6.3% | -5.7% |
| 30D | -5.7% | +15.9% | -21.6% | -13.2% |
| 3M | -25.5% | +23.3% | -48.8% | -34.3% |
| 6M | +19.4% | +40.1% | -20.7% | -2.1% |
| YTD | +14.2% | +33.6% | -19.4% | -5.0% |
| 1Y | +69.0% | +14.1% | +54.9% | +52.7% |
| 3Y | +503.9% | +1.4% | +502.5% | +462.9% |
| 5Y | +27.7% | -73.1% | +100.8% | +82.2% |
| All | +70.2% | -61.2% | +131.4% | +136.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling