+219.7%
BMNR vs PLUG
+145.7%
+74.1%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.1% | -4.9% | -7.8% |
| 7D | +6.0% | +8.1% | -2.1% | -7.9% |
| 30D | +31.6% | +3.7% | +27.9% | +19.0% |
| 3M | +47.0% | -29.2% | +76.2% | +139.6% |
| 6M | +31.2% | +6.1% | +25.1% | -43.6% |
| YTD | -8.8% | +14.7% | -23.5% | -81.7% |
| 1Y | -43.4% | +56.9% | -100.4% | -100.0% |
| All | +219.7% | +145.7% | +74.1% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling