+126.9%
BMNR vs BURL
+2.1%
+124.8%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -3.6% | -1.1% | -2.0% |
| 7D | -6.3% | -1.6% | -4.7% | -5.1% |
| 30D | -21.0% | -7.7% | -13.2% | -16.0% |
| 3M | -3.9% | -31.7% | +27.8% | +28.2% |
| 6M | -17.0% | -15.2% | -1.8% | -13.1% |
| YTD | -35.2% | -15.9% | -19.3% | -32.7% |
| 1Y | -51.9% | -14.2% | -37.7% | -53.4% |
| All | +126.9% | +2.1% | +124.8% | -70.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 10y: compounded portfolio wealth divided by compounded BURL 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…
10y analysis · Full analysis span regression · 6 months rolling