+223.1%
BMNR vs UMC
+224.9%
-1.8%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.4% | +1.1% | +3.2% |
| 7D | +0.2% | +9.0% | -8.8% | -0.8% |
| 30D | +39.9% | +17.2% | +22.7% | +37.1% |
| 3M | +51.5% | +11.4% | +40.1% | +48.7% |
| 6M | +18.9% | +137.5% | -118.6% | +11.0% |
| YTD | -7.8% | +193.1% | -200.9% | -8.3% |
| 1Y | -47.6% | +240.3% | -287.9% | -40.5% |
| All | +223.1% | +224.9% | -1.8% | +277.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling