-29.5%
CIFR vs MNST
+100.5%
-130.0%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | -4.4% | +22.3% | +18.2% |
| 7D | -10.2% | -3.4% | -6.8% | -10.1% |
| 30D | -55.0% | +6.6% | -61.7% | -55.7% |
| 3M | -64.1% | -2.9% | -61.2% | -64.1% |
| 6M | -70.1% | +18.4% | -88.6% | -71.8% |
| YTD | -55.7% | +19.3% | -74.9% | -58.3% |
| 1Y | -69.9% | +37.9% | -107.8% | -72.7% |
| 3Y | +68.7% | +62.9% | +5.8% | +46.2% |
| All | -29.5% | +100.5% | -130.0% | -49.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling