-21.0%
BKNG vs BMNR
+233.9%
-254.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.6% | +0.5% |
| 7D | -10.7% | -8.5% | -2.2% | -10.6% |
| 30D | -18.1% | +33.8% | -51.9% | -18.2% |
| 3M | +8.5% | +54.7% | -46.2% | +8.4% |
| 6M | -0.1% | +16.7% | -16.8% | -0.1% |
| YTD | -18.2% | -10.9% | -7.4% | -18.3% |
| 1Y | -19.9% | -46.9% | +27.1% | -19.8% |
| All | -21.0% | +233.9% | -254.9% | -22.1% |
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 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