+223.1%
BMNR vs UL
-9.2%
+232.3%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.6% | +2.8% | +3.3% |
| 7D | +0.2% | -3.4% | +3.6% | +1.1% |
| 30D | +39.9% | +0.5% | +39.4% | +39.9% |
| 3M | +51.5% | +7.2% | +44.3% | +48.7% |
| 6M | +18.9% | -3.1% | +22.0% | +24.5% |
| YTD | -7.8% | -2.7% | -5.1% | -7.1% |
| 1Y | -47.6% | -10.2% | -37.4% | -34.4% |
| All | +223.1% | -9.2% | +232.3% | +391.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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