+126.9%
BMNR vs COMP
+65.2%
+61.7%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.7% | -6.4% | -4.8% |
| 7D | -6.3% | 0.0% | -6.3% | -6.3% |
| 30D | -21.0% | +16.6% | -37.5% | -21.1% |
| 3M | -3.9% | -23.5% | +19.6% | -5.1% |
| 6M | -17.0% | +25.7% | -42.7% | -14.8% |
| YTD | -35.2% | -3.4% | -31.8% | -37.4% |
| 1Y | -51.9% | +7.6% | -59.5% | -48.9% |
| All | +126.9% | +65.2% | +61.7% | +1,170.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 10y: compounded portfolio wealth divided by compounded COMP 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…
10y analysis · Full analysis span regression · 6 months rolling