-40.8%
BMNR vs UMAC
+164.0%
-204.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -3.1% | -2.5% | -4.8% |
| 7D | +4.9% | -0.9% | +5.8% | +5.3% |
| 30D | +35.5% | -7.7% | +43.1% | +34.5% |
| 3M | +39.6% | -26.4% | +66.0% | +44.0% |
| 6M | +18.2% | +61.9% | -43.6% | -17.2% |
| YTD | -8.0% | +86.5% | -94.5% | -42.1% |
| 1Y | -40.8% | +156.3% | -197.1% | -62.7% |
| All | -40.8% | +164.0% | -204.8% | -62.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 1y: compounded portfolio wealth divided by compounded UMAC 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…
1y analysis · Full analysis span regression · 6 months rolling