-14.6%
MCD vs BMNR
+241.8%
-256.4%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | 0.0% |
| 7D | -2.0% | +6.0% | -8.0% | -2.0% |
| 30D | -6.1% | +31.6% | -37.8% | -6.1% |
| 3M | -7.3% | +47.0% | -54.3% | -7.3% |
| 6M | -20.9% | +31.2% | -52.1% | -20.9% |
| YTD | -14.7% | -8.8% | -5.9% | -14.7% |
| 1Y | -16.1% | -43.4% | +27.3% | -16.1% |
| All | -14.6% | +241.8% | -256.4% | -15.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling