-30.7%
CIFR vs MNST
+130.9%
-161.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.0% | -6.0% | -4.2% |
| 7D | +4.8% | +1.6% | +3.2% | +4.6% |
| 30D | -31.0% | +5.1% | -36.1% | -31.8% |
| 3M | -58.7% | -0.5% | -58.3% | -58.9% |
| 6M | -67.7% | +8.1% | -75.8% | -68.8% |
| YTD | -53.5% | +21.2% | -74.7% | -56.5% |
| 1Y | -54.1% | +30.7% | -84.8% | -57.8% |
| 3Y | +138.2% | +67.3% | +70.9% | +102.7% |
| 5Y | -18.5% | +101.9% | -120.4% | -38.1% |
| All | -30.7% | +130.9% | -161.6% | -48.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling