+223.1%
BMNR vs COP
+64.5%
+158.6%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.2% | +3.2% | +3.5% |
| 7D | +0.2% | +2.3% | -2.1% | +1.1% |
| 30D | +39.9% | +8.6% | +31.3% | +44.5% |
| 3M | +51.5% | +19.9% | +31.7% | +63.4% |
| 6M | +18.9% | +19.0% | -0.1% | +28.4% |
| YTD | -7.8% | +50.0% | -57.8% | +5.0% |
| 1Y | -47.6% | +50.5% | -98.1% | -41.9% |
| All | +223.1% | +64.5% | +158.6% | +561.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 COP 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