+223.1%
BMNR vs EAT
+23.1%
+200.0%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.0% | +4.5% | +3.7% |
| 7D | +0.2% | -7.7% | +7.9% | +2.1% |
| 30D | +39.9% | -13.6% | +53.5% | +44.5% |
| 3M | +51.5% | +33.9% | +17.6% | +38.5% |
| 6M | +18.9% | +47.2% | -28.3% | +5.7% |
| YTD | -7.8% | +48.1% | -55.9% | -17.6% |
| 1Y | -47.6% | +33.7% | -81.3% | -42.2% |
| All | +223.1% | +23.1% | +200.0% | +411.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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