+126.9%
BMNR vs CART
+27.7%
+99.2%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.7% | -5.4% | -5.1% |
| 7D | -6.3% | +1.3% | -7.6% | -7.0% |
| 30D | -21.0% | +19.2% | -40.2% | -29.8% |
| 3M | -3.9% | +17.6% | -21.4% | -14.0% |
| 6M | -17.0% | +47.4% | -64.4% | -38.4% |
| YTD | -35.2% | +30.9% | -66.1% | -46.1% |
| 1Y | -51.9% | +46.0% | -97.9% | -66.4% |
| All | +126.9% | +27.7% | +99.2% | +0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 3y: compounded portfolio wealth divided by compounded CART 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…
3y analysis · Full analysis span regression · 6 months rolling