+219.7%
BMNR vs ACWI
+31.1%
+188.6%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | +1.6% |
| 7D | +6.0% | +1.1% | +4.9% | +0.9% |
| 30D | +31.6% | -0.2% | +31.8% | +33.8% |
| 3M | +47.0% | +4.7% | +42.3% | +16.0% |
| 6M | +31.2% | +14.5% | +16.7% | -41.3% |
| YTD | -8.8% | +14.6% | -23.4% | -60.9% |
| 1Y | -43.4% | +21.4% | -64.9% | -88.2% |
| All | +219.7% | +31.1% | +188.6% | -93.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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