+223.1%
BMNR vs U
+68.0%
+155.1%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +4.5% | -1.1% | +1.4% |
| 7D | +0.2% | +5.5% | -5.3% | -2.2% |
| 30D | +39.9% | -1.3% | +41.2% | +40.5% |
| 3M | +51.5% | +64.6% | -13.1% | +19.1% |
| 6M | +18.9% | +119.4% | -100.5% | -19.0% |
| YTD | -7.8% | -0.5% | -7.3% | -10.8% |
| 1Y | -47.6% | +1.3% | -48.9% | -49.4% |
| All | +223.1% | +68.0% | +155.1% | +251.2% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 3y: compounded portfolio wealth divided by compounded U 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…
3y analysis · Full analysis span regression · 6 months rolling