+223.1%
BMNR vs BAX
-20.3%
+243.4%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.6% | +5.0% | +3.7% |
| 7D | +0.2% | -7.9% | +8.1% | +1.5% |
| 30D | +39.9% | -11.7% | +51.6% | +42.4% |
| 3M | +51.5% | +16.2% | +35.3% | +48.0% |
| 6M | +18.9% | +32.0% | -13.1% | +12.9% |
| YTD | -7.8% | +24.7% | -32.5% | -13.3% |
| 1Y | -47.6% | -2.6% | -45.0% | -44.2% |
| All | +223.1% | -20.3% | +243.4% | +403.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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