+223.1%
BMNR vs PLUG
+128.3%
+94.8%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.5% | +3.9% | +4.2% |
| 7D | +0.2% | -3.2% | +3.5% | +5.0% |
| 30D | +39.9% | -8.3% | +48.2% | +56.8% |
| 3M | +51.5% | -25.8% | +77.3% | +128.5% |
| 6M | +18.9% | -5.8% | +24.7% | -36.1% |
| YTD | -7.8% | +6.6% | -14.4% | -79.2% |
| 1Y | -47.6% | +39.1% | -86.7% | -100.0% |
| All | +223.1% | +128.3% | +94.8% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling