-40.8%
BMNR vs UMC
+209.4%
-250.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +4.6% | -10.2% | -6.7% |
| 7D | +4.9% | +5.0% | 0.0% | +3.5% |
| 30D | +35.5% | +7.7% | +27.8% | +32.5% |
| 3M | +39.6% | +1.7% | +37.9% | +33.7% |
| 6M | +18.2% | +113.9% | -95.7% | -12.9% |
| YTD | -8.0% | +168.9% | -176.9% | -43.7% |
| 1Y | -40.8% | +207.2% | -248.0% | -62.8% |
| All | -40.8% | +209.4% | -250.2% | -62.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 UMC 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