+223.1%
BMNR vs BLDR
-46.4%
+269.5%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.4% | +1.1% | +2.9% |
| 7D | +0.2% | -8.2% | +8.5% | +2.0% |
| 30D | +39.9% | -16.6% | +56.5% | +44.7% |
| 3M | +51.5% | -23.2% | +74.7% | +58.1% |
| 6M | +18.9% | -33.7% | +52.6% | +27.5% |
| YTD | -7.8% | -41.3% | +33.5% | +0.9% |
| 1Y | -47.6% | -58.8% | +11.2% | -45.4% |
| All | +223.1% | -46.4% | +269.5% | +442.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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