+223.1%
BMNR vs VMC
-4.4%
+227.4%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.9% | +2.6% | +3.4% |
| 7D | +0.2% | -3.8% | +4.0% | +0.4% |
| 30D | +39.9% | -9.7% | +49.6% | +40.2% |
| 3M | +51.5% | -9.6% | +61.1% | +52.3% |
| 6M | +18.9% | -4.8% | +23.7% | +20.2% |
| YTD | -7.8% | -10.9% | +3.1% | -1.4% |
| 1Y | -47.6% | -15.6% | -32.0% | -50.1% |
| All | +223.1% | -4.4% | +227.4% | +525.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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