+79.2%
CIFR vs MNST
+117.7%
-38.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.6% | +2.7% | +2.2% |
| 7D | +16.9% | -6.5% | +23.4% | +18.3% |
| 30D | -5.2% | -7.2% | +2.0% | -4.1% |
| 3M | -30.6% | -1.0% | -29.6% | -31.3% |
| 6M | +10.6% | +11.5% | -0.9% | +5.8% |
| YTD | +20.2% | +14.3% | +5.9% | +14.1% |
| 1Y | +139.7% | +38.1% | +101.6% | +116.1% |
| 3Y | +489.4% | +55.0% | +434.4% | +411.0% |
| 5Y | +54.4% | +79.6% | -25.2% | +19.7% |
| All | +79.2% | +117.7% | -38.5% | +34.2% |
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