-15.7%
MCD vs BMNR
+245.3%
-261.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.4% | -3.6% | -0.2% |
| 7D | -1.2% | +0.2% | -1.5% | -1.2% |
| 30D | -7.8% | +39.9% | -47.7% | -7.8% |
| 3M | -10.7% | +51.5% | -62.2% | -10.7% |
| 6M | -21.3% | +18.9% | -40.2% | -21.3% |
| YTD | -15.8% | -7.8% | -7.9% | -15.8% |
| 1Y | -16.0% | -47.6% | +31.6% | -16.0% |
| All | -15.7% | +245.3% | -261.0% | -16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BMNR.
Daily Out/Under-Performance
Portfolio return minus BMNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMNR 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 3y: compounded portfolio wealth divided by compounded BMNR 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…
3y analysis · Full analysis span regression · 6 months rolling