+223.1%
BMNR vs BX
-3.3%
+226.4%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.5% | +1.0% | +2.3% |
| 7D | +0.2% | -5.6% | +5.9% | +3.0% |
| 30D | +39.9% | -12.2% | +52.1% | +48.7% |
| 3M | +51.5% | +7.4% | +44.1% | +47.1% |
| 6M | +18.9% | +22.2% | -3.3% | +10.5% |
| YTD | -7.8% | -14.0% | +6.2% | -7.2% |
| 1Y | -47.6% | -27.3% | -20.3% | -63.9% |
| All | +223.1% | -3.3% | +226.4% | +1,940.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling