+223.1%
BMNR vs UMAC
+202.0%
+21.1%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.5% | +5.9% | +4.6% |
| 7D | +0.2% | -3.4% | +3.6% | +1.4% |
| 30D | +39.9% | -15.1% | +55.0% | +43.4% |
| 3M | +51.5% | -10.8% | +62.3% | +44.2% |
| 6M | +18.9% | +15.7% | +3.2% | -24.2% |
| YTD | -7.8% | +80.1% | -87.9% | -62.9% |
| 1Y | -47.6% | +116.7% | -164.3% | -86.1% |
| All | +223.1% | +202.0% | +21.1% | -94.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling