-40.8%
BMNR vs BG
+50.1%
-90.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.2% | -4.4% | -5.6% |
| 7D | +4.9% | +2.8% | +2.1% | +4.6% |
| 30D | +35.5% | +12.0% | +23.4% | +33.3% |
| 3M | +39.6% | -7.7% | +47.3% | +42.3% |
| 6M | +18.2% | +4.5% | +13.7% | +14.8% |
| YTD | -8.0% | +35.7% | -43.7% | -17.8% |
| 1Y | -40.8% | +50.1% | -90.9% | -48.2% |
| All | -40.8% | +50.1% | -90.9% | -48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 1y: compounded portfolio wealth divided by compounded BG 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…
1y analysis · Full analysis span regression · 6 months rolling