+139.7%
CIFR vs MNST
+37.8%
+101.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.6% | +2.7% | +2.0% |
| 7D | +16.9% | -6.5% | +23.4% | +15.3% |
| 30D | -5.2% | -7.2% | +2.0% | -6.1% |
| 3M | -30.6% | -1.0% | -29.6% | -32.0% |
| 6M | +10.6% | +11.5% | -0.9% | +3.5% |
| YTD | +20.2% | +14.3% | +5.9% | +14.8% |
| 1Y | +139.7% | +38.1% | +101.6% | +112.3% |
| All | +139.7% | +37.8% | +101.9% | +112.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MNST.
Daily Out/Under-Performance
Portfolio return minus MNST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNST 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 1y: compounded portfolio wealth divided by compounded MNST 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…
1y analysis · Full analysis span regression · 6 months rolling