+79.2%
CIFR vs MTZ
+398.2%
-319.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.1% | 0.0% | +0.7% |
| 7D | +16.9% | -1.6% | +18.5% | +18.1% |
| 30D | -5.2% | -11.1% | +5.9% | +3.1% |
| 3M | -30.6% | -36.7% | +6.1% | -4.7% |
| 6M | +10.6% | -21.9% | +32.5% | +34.1% |
| YTD | +20.2% | +9.1% | +11.1% | +17.6% |
| 1Y | +139.7% | +30.0% | +109.8% | +114.7% |
| 3Y | +489.4% | +138.5% | +350.9% | +298.0% |
| 5Y | +54.4% | +158.3% | -104.0% | -2.6% |
| All | +79.2% | +398.2% | -319.0% | +8.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling