-54.1%
BMNR vs MKC
-18.8%
-35.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.6% | -0.8% | -11.7% | -12.8% |
| 7D | -12.3% | +7.0% | -19.2% | -10.2% |
| 30D | -27.5% | +11.4% | -38.9% | -24.5% |
| 3M | +3.1% | -3.7% | +6.8% | +1.9% |
| 6M | -17.7% | +5.3% | -23.0% | -15.6% |
| YTD | -30.0% | -24.4% | -5.6% | -44.7% |
| 1Y | -54.1% | -19.7% | -34.5% | -59.2% |
| All | -54.1% | -18.8% | -35.3% | -59.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 1y: compounded portfolio wealth divided by compounded MKC 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…
1y analysis · Full analysis span regression · 6 months rolling