-33.9%
CIFR vs MNST
+127.2%
-161.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | -4.4% | +22.3% | +18.4% |
| 7D | -10.2% | -3.4% | -6.8% | -10.1% |
| 30D | -55.0% | +6.6% | -61.7% | -55.8% |
| 3M | -64.1% | -2.9% | -61.2% | -64.1% |
| 6M | -70.1% | +18.4% | -88.6% | -71.9% |
| YTD | -55.7% | +19.3% | -74.9% | -58.4% |
| 1Y | -69.9% | +37.9% | -107.8% | -72.8% |
| 3Y | +68.7% | +62.9% | +5.8% | +44.6% |
| 5Y | -26.2% | +99.6% | -125.8% | -44.0% |
| All | -33.9% | +127.2% | -161.1% | -51.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling