+222.3%
BMNR vs CART
+10.8%
+211.5%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.3% | -4.3% | -4.8% |
| 7D | +4.9% | +1.0% | +3.9% | +4.3% |
| 30D | +35.5% | +12.6% | +22.9% | +24.7% |
| 3M | +39.6% | +23.1% | +16.5% | +18.9% |
| 6M | +18.2% | +39.5% | -21.3% | -13.4% |
| YTD | -8.0% | +13.5% | -21.6% | -15.5% |
| 1Y | -40.8% | +14.9% | -55.7% | -47.9% |
| All | +222.3% | +10.8% | +211.5% | +58.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling