-7.1%
BABA vs BMNR
+233.9%
-241.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.7% | -0.8% |
| 7D | -2.9% | -8.5% | +5.6% | -2.9% |
| 30D | -15.1% | +33.8% | -48.9% | -15.1% |
| 3M | -5.0% | +54.7% | -59.8% | -5.1% |
| 6M | -19.9% | +16.7% | -36.7% | -20.0% |
| YTD | -25.3% | -10.9% | -14.4% | -25.3% |
| 1Y | -23.9% | -46.9% | +23.0% | -23.9% |
| All | -7.1% | +233.9% | -241.0% | -6.8% |
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