+223.1%
BMNR vs YUM
+0.1%
+222.9%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.1% | +5.5% | +2.5% |
| 7D | +0.2% | -6.1% | +6.3% | -2.5% |
| 30D | +39.9% | -5.8% | +45.7% | +35.9% |
| 3M | +51.5% | -7.6% | +59.1% | +46.2% |
| 6M | +18.9% | -9.1% | +28.1% | +14.8% |
| YTD | -7.8% | -5.5% | -2.3% | -5.5% |
| 1Y | -47.6% | -3.7% | -43.9% | -42.0% |
| All | +223.1% | +0.1% | +222.9% | +488.6% |
Cumulative growth
Daily Returns
Daily percentage return beside YUM.
Daily Out/Under-Performance
Portfolio return minus YUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × YUM 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 10y: compounded portfolio wealth divided by compounded YUM 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…
10y analysis · Full analysis span regression · 6 months rolling