+223.1%
BMNR vs MKC
-27.1%
+250.1%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.4% | +3.0% | +3.8% |
| 7D | +0.2% | -1.5% | +1.7% | -0.9% |
| 30D | +39.9% | -3.1% | +43.0% | +37.1% |
| 3M | +51.5% | +5.2% | +46.3% | +59.0% |
| 6M | +18.9% | -12.8% | +31.7% | +0.7% |
| YTD | -7.8% | -23.3% | +15.5% | -35.8% |
| 1Y | -47.6% | -24.1% | -23.5% | -65.7% |
| All | +223.1% | -27.1% | +250.1% | +23.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling