-13.0%
CIFR vs MNST
+97.2%
-110.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +0.1% | +8.7% | +8.9% |
| 7D | +9.4% | -6.9% | +16.3% | +9.9% |
| 30D | -45.3% | +3.7% | -49.1% | -45.9% |
| 3M | -58.7% | -0.3% | -58.4% | -59.0% |
| 6M | -64.9% | +5.1% | -70.0% | -65.9% |
| YTD | -51.8% | +18.4% | -70.3% | -54.7% |
| 1Y | -61.9% | +26.3% | -88.2% | -64.7% |
| 3Y | +138.6% | +64.3% | +74.3% | +104.9% |
| 5Y | -13.0% | +96.8% | -109.8% | -38.1% |
| All | -13.0% | +97.2% | -110.2% | -38.1% |
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