+223.1%
BMNR vs CAPR
-33.0%
+256.1%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.8% | +2.6% | +3.5% |
| 7D | +0.2% | -11.0% | +11.2% | -0.2% |
| 30D | +39.9% | +99.8% | -59.9% | +44.8% |
| 3M | +51.5% | -66.6% | +118.1% | +49.9% |
| 6M | +18.9% | -75.1% | +94.0% | +16.5% |
| YTD | -7.8% | -71.0% | +63.2% | -9.0% |
| 1Y | -47.6% | +30.0% | -77.6% | -39.9% |
| All | +223.1% | -33.0% | +256.1% | -86.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 5y: compounded portfolio wealth divided by compounded CAPR 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…
5y analysis · Full analysis span regression · 6 months rolling