+87.0%
CIFR vs MTCH
-62.3%
+149.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.7% | +6.0% | +5.2% |
| 7D | +26.7% | -1.8% | +28.5% | +27.8% |
| 30D | +7.7% | +10.4% | -2.7% | +1.7% |
| 3M | -23.8% | +21.0% | -44.8% | -32.1% |
| 6M | +35.9% | +36.6% | -0.7% | +12.9% |
| YTD | +25.4% | +29.7% | -4.3% | +5.9% |
| 1Y | +139.8% | +8.6% | +131.2% | +121.8% |
| 3Y | +515.0% | -2.7% | +517.7% | +485.4% |
| 5Y | +52.1% | -72.9% | +125.0% | +119.3% |
| All | +87.0% | -62.3% | +149.3% | +163.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling