-47.6%
BMNR vs USFD
+22.2%
-69.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.7% | +4.2% | +3.7% |
| 7D | +0.2% | -8.4% | +8.6% | +3.9% |
| 30D | +39.9% | -14.1% | +54.0% | +49.0% |
| 3M | +51.5% | +4.5% | +47.0% | +44.5% |
| 6M | +18.9% | +4.4% | +14.5% | +13.3% |
| YTD | -7.8% | +26.6% | -34.4% | -33.7% |
| 1Y | -47.6% | +19.4% | -67.0% | -63.8% |
| All | -47.6% | +22.2% | -69.9% | -63.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 USFD 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