+212.3%
BMNR vs PLUG
+129.3%
+83.0%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.8% | +2.7% | +4.6% |
| 7D | -8.5% | 0.0% | -8.5% | -9.7% |
| 30D | +33.8% | -5.0% | +38.7% | +40.6% |
| 3M | +54.7% | -26.2% | +81.0% | +135.7% |
| 6M | +16.7% | -0.5% | +17.2% | -44.3% |
| YTD | -10.9% | +7.1% | -18.0% | -80.0% |
| 1Y | -46.9% | +46.5% | -93.4% | -100.0% |
| All | +212.3% | +129.3% | +83.0% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling