+219.7%
BMNR vs USFD
+33.3%
+186.4%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.7% |
| 7D | +6.0% | -3.3% | +9.3% | +6.5% |
| 30D | +31.6% | -5.3% | +36.9% | +32.7% |
| 3M | +47.0% | +18.8% | +28.2% | +40.9% |
| 6M | +31.2% | +14.3% | +16.9% | +27.9% |
| YTD | -8.8% | +36.9% | -45.6% | -16.0% |
| 1Y | -43.4% | +31.7% | -75.1% | -50.9% |
| All | +219.7% | +33.3% | +186.4% | +485.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling