+819.9%
MU vs BMNR
+245.3%
+574.5%
-39.1%
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 | -4.1% | +0.2% | -4.3% | -4.1% |
| 30D | +7.0% | +39.9% | -32.9% | +6.9% |
| 3M | -2.1% | +51.5% | -53.6% | -2.2% |
| 6M | +133.1% | +18.9% | +114.2% | +132.9% |
| YTD | +241.9% | -7.8% | +249.7% | +241.6% |
| 1Y | +548.8% | -47.6% | +596.4% | +547.9% |
| All | +819.9% | +245.3% | +574.5% | +838.8% |
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