+223.1%
BMNR vs BP
+68.1%
+155.0%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | 0.0% | +3.4% | +3.5% |
| 7D | +0.2% | +5.2% | -5.0% | +5.9% |
| 30D | +39.9% | +8.7% | +31.2% | +53.4% |
| 3M | +51.5% | +9.3% | +42.2% | +66.3% |
| 6M | +18.9% | +13.6% | +5.3% | +44.7% |
| YTD | -7.8% | +37.7% | -45.5% | +61.8% |
| 1Y | -47.6% | +40.6% | -88.2% | -12.8% |
| All | +223.1% | +68.1% | +155.0% | +2,026.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 3y: compounded portfolio wealth divided by compounded BP 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…
3y analysis · Full analysis span regression · 6 months rolling