+223.1%
BMNR vs MCK
+24.2%
+198.9%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.1% | +3.4% | +3.4% |
| 7D | +0.2% | -2.9% | +3.2% | +0.8% |
| 30D | +39.9% | +0.4% | +39.5% | +39.6% |
| 3M | +51.5% | +12.1% | +39.4% | +45.6% |
| 6M | +18.9% | -5.4% | +24.4% | +25.7% |
| YTD | -7.8% | +7.8% | -15.6% | -10.6% |
| 1Y | -47.6% | +22.9% | -70.6% | -69.2% |
| All | +223.1% | +24.2% | +198.9% | -31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MCK.
Daily Out/Under-Performance
Portfolio return minus MCK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCK 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 MCK 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