+20.8%
CIFR vs MTCH
-72.5%
+93.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +0.9% | -6.6% | -6.2% |
| 7D | -8.2% | -1.4% | -6.8% | -7.6% |
| 30D | -7.4% | +13.6% | -21.0% | -14.8% |
| 3M | -24.2% | +22.4% | -46.6% | -34.1% |
| 6M | +14.2% | +37.2% | -23.0% | -8.1% |
| YTD | +8.0% | +31.8% | -23.8% | -12.0% |
| 1Y | +55.5% | +12.9% | +42.6% | +39.0% |
| 3Y | +429.6% | -1.1% | +430.7% | +395.7% |
| 5Y | +20.8% | -73.5% | +94.3% | +104.7% |
| All | +20.8% | -72.5% | +93.3% | +104.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling