-40.8%
BMNR vs BX
-15.8%
-25.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.1% | -4.5% | -4.6% |
| 7D | +4.9% | -4.4% | +9.3% | +9.3% |
| 30D | +35.5% | +0.1% | +35.4% | +35.2% |
| 3M | +39.6% | +16.0% | +23.6% | +21.1% |
| 6M | +18.2% | +21.6% | -3.4% | -2.3% |
| YTD | -8.0% | -8.9% | +0.9% | +5.5% |
| 1Y | -40.8% | -16.6% | -24.2% | -25.9% |
| All | -40.8% | -15.8% | -25.0% | -25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BX.
Daily Out/Under-Performance
Portfolio return minus BX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BX 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 BX 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