+869.4%
MU vs BMNR
+234.0%
+635.4%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.3% | +5.0% | +2.8% |
| 7D | +7.5% | +5.0% | +2.5% | +7.5% |
| 30D | +19.4% | +33.8% | -14.4% | +19.3% |
| 3M | +9.8% | +49.4% | -39.6% | +9.7% |
| 6M | +164.1% | +17.0% | +147.2% | +163.9% |
| YTD | +260.3% | -10.8% | +271.1% | +260.0% |
| 1Y | +661.2% | -45.7% | +706.9% | +660.3% |
| All | +869.4% | +234.0% | +635.4% | +889.5% |
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