+212.5%
BMNR vs COO
-6.3%
+218.8%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -6.2% | +4.0% | -0.7% |
| 7D | +5.0% | -9.0% | +14.0% | +7.5% |
| 30D | +33.8% | -16.8% | +50.6% | +39.5% |
| 3M | +49.4% | -7.5% | +56.9% | +50.8% |
| 6M | +17.0% | -16.3% | +33.2% | +26.0% |
| YTD | -10.8% | -22.5% | +11.7% | -0.4% |
| 1Y | -45.7% | -7.0% | -38.7% | -43.2% |
| All | +212.5% | -6.3% | +218.8% | +316.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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