+212.3%
BMNR vs BP
+68.0%
+144.3%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | +0.9% |
| 7D | -8.5% | +5.7% | -14.2% | -2.8% |
| 30D | +33.8% | +8.1% | +25.7% | +45.8% |
| 3M | +54.7% | +8.6% | +46.1% | +68.5% |
| 6M | +16.7% | +18.1% | -1.4% | +52.0% |
| YTD | -10.9% | +37.6% | -48.5% | +56.4% |
| 1Y | -46.9% | +39.4% | -86.3% | -18.0% |
| All | +212.3% | +68.0% | +144.3% | +1,954.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling