+265.1%
MU vs BMNR
-46.4%
+311.5%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +5.8% | -12.8% | -8.8% |
| 7D | -19.1% | -1.5% | -17.7% | -18.8% |
| 30D | -25.2% | -18.9% | -6.4% | -20.5% |
| 3M | -10.9% | +20.1% | -31.0% | -18.2% |
| 6M | +38.0% | -4.7% | +42.6% | +35.6% |
| YTD | +178.8% | -20.0% | +198.8% | +178.3% |
| 1Y | +265.1% | -44.9% | +310.1% | +292.2% |
| All | +265.1% | -46.4% | +311.5% | +292.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling