-40.8%
BMNR vs PLUG
+45.6%
-86.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +2.8% | -8.4% | -6.6% |
| 7D | +4.9% | -0.9% | +5.8% | +5.2% |
| 30D | +35.5% | +3.3% | +32.2% | +33.7% |
| 3M | +39.6% | -39.7% | +79.3% | +64.1% |
| 6M | +18.2% | -12.5% | +30.7% | +18.0% |
| YTD | -8.0% | +10.2% | -18.2% | -15.3% |
| 1Y | -40.8% | +50.7% | -91.5% | -30.3% |
| All | -40.8% | +45.6% | -86.4% | -30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG 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 PLUG 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