-49.8%
BMNR vs BRO
-5.4%
-44.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.0% | +1.8% | -2.2% |
| 7D | -7.0% | +3.6% | -10.7% | -6.0% |
| 30D | -23.9% | +17.1% | -41.1% | -19.9% |
| 3M | +2.5% | +1.8% | +0.7% | +3.2% |
| 6M | -18.1% | +28.5% | -46.6% | -9.2% |
| YTD | -30.9% | -8.6% | -22.3% | -40.2% |
| 1Y | -49.8% | -4.7% | -45.1% | -52.5% |
| All | -49.8% | -5.4% | -44.4% | -52.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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