+51.5%
BMNR vs BX
+9.2%
+42.4%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.5% | +1.0% | +2.1% |
| 7D | +0.2% | -5.6% | +5.9% | +3.2% |
| 30D | +39.9% | -12.2% | +52.1% | +48.3% |
| 3M | +51.5% | +7.4% | +44.1% | +47.7% |
| All | +51.5% | +9.2% | +42.4% | +47.7% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling