+70.2%
CIFR vs MTZ
+405.0%
-334.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.5% | +2.2% | +3.2% |
| 7D | -5.0% | +1.4% | -6.4% | -5.6% |
| 30D | -5.7% | -14.5% | +8.8% | +5.9% |
| 3M | -25.5% | -32.9% | +7.4% | -1.9% |
| 6M | +19.4% | -20.8% | +40.3% | +43.4% |
| YTD | +14.2% | +10.6% | +3.6% | +11.0% |
| 1Y | +69.0% | +27.1% | +41.9% | +53.6% |
| 3Y | +503.9% | +166.1% | +337.8% | +292.4% |
| 5Y | +27.7% | +170.7% | -143.0% | -20.1% |
| All | +70.2% | +405.0% | -334.8% | +2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTZ.
Daily Out/Under-Performance
Portfolio return minus MTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTZ 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 MTZ 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