+223.1%
BMNR vs BN
-0.8%
+223.9%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.4% | +3.0% | +2.6% |
| 7D | +0.2% | -5.2% | +5.4% | +10.8% |
| 30D | +39.9% | -14.5% | +54.4% | +88.1% |
| 3M | +51.5% | -15.0% | +66.5% | +105.2% |
| 6M | +18.9% | -5.4% | +24.3% | +24.4% |
| YTD | -7.8% | -16.4% | +8.6% | +27.4% |
| 1Y | -47.6% | -16.2% | -31.4% | -26.7% |
| All | +223.1% | -0.8% | +223.9% | +39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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