+223.1%
BMNR vs BTG
+46.1%
+177.0%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.4% | +3.1% | +3.1% |
| 7D | +0.2% | -3.8% | +4.0% | +3.1% |
| 30D | +39.9% | +3.6% | +36.3% | +36.8% |
| 3M | +51.5% | +32.0% | +19.5% | +18.6% |
| 6M | +18.9% | +3.4% | +15.5% | +14.0% |
| YTD | -7.8% | +20.8% | -28.6% | -35.9% |
| 1Y | -47.6% | +22.4% | -70.0% | -75.9% |
| All | +223.1% | +46.1% | +177.0% | -98.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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