+223.1%
BMNR vs BROS
-40.0%
+263.0%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.1% | +2.4% | +3.2% |
| 7D | +0.2% | -5.8% | +6.0% | +1.3% |
| 30D | +39.9% | -14.0% | +53.9% | +43.4% |
| 3M | +51.5% | -32.5% | +84.0% | +60.5% |
| 6M | +18.9% | -14.9% | +33.8% | +21.2% |
| YTD | -7.8% | -28.3% | +20.5% | -7.0% |
| 1Y | -47.6% | -34.0% | -13.6% | -50.2% |
| All | +223.1% | -40.0% | +263.0% | +68.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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