+223.1%
BMNR vs ZCMD
-99.9%
+323.0%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -7.1% | +10.5% | +4.1% |
| 7D | +0.2% | -5.4% | +5.7% | +0.7% |
| 30D | +39.9% | -24.8% | +64.7% | +42.9% |
| 3M | +51.5% | -62.8% | +114.3% | +41.7% |
| 6M | +18.9% | -99.5% | +118.4% | +128.0% |
| YTD | -7.8% | -99.8% | +92.0% | +133.5% |
| 1Y | -47.6% | -99.9% | +52.3% | +122.0% |
| All | +223.1% | -99.9% | +323.0% | +772.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 ZCMD 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