+212.3%
BMNR vs COMP
+63.9%
+148.4%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.1% | +5.1% | -0.2% |
| 7D | -8.5% | -8.4% | -0.1% | -8.7% |
| 30D | +33.8% | -20.2% | +53.9% | +32.7% |
| 3M | +54.7% | +28.1% | +26.7% | +59.0% |
| 6M | +16.7% | +14.9% | +1.9% | +16.1% |
| YTD | -10.9% | -4.2% | -6.7% | -13.7% |
| 1Y | -46.9% | +10.2% | -57.1% | -48.0% |
| All | +212.3% | +63.9% | +148.4% | +1,652.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling