+138.1%
BMNR vs COMP
+62.5%
+75.7%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.1% | -2.0% | -4.0% |
| 7D | -2.9% | +8.9% | -11.8% | -3.2% |
| 30D | -21.5% | +14.0% | -35.4% | -21.5% |
| 3M | +3.1% | -21.1% | +24.3% | +2.1% |
| 6M | -14.9% | +20.1% | -35.0% | -12.8% |
| YTD | -32.0% | -5.0% | -27.0% | -34.3% |
| 1Y | -54.5% | +5.7% | -60.2% | -51.7% |
| All | +138.1% | +62.5% | +75.7% | +1,233.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling