+212.3%
BMNR vs D
+22.3%
+190.1%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | 0.0% | +0.1% |
| 7D | -8.5% | -1.6% | -6.9% | -6.7% |
| 30D | +33.8% | -3.5% | +37.3% | +39.5% |
| 3M | +54.7% | -1.6% | +56.3% | +55.0% |
| 6M | +16.7% | +5.8% | +10.9% | +0.9% |
| YTD | -10.9% | +14.5% | -25.3% | -42.0% |
| 1Y | -46.9% | +14.2% | -61.1% | -69.9% |
| All | +212.3% | +22.3% | +190.1% | -93.6% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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