+223.1%
BMNR vs ECL
+4.4%
+218.7%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.7% | +1.7% | +0.7% |
| 7D | +0.2% | -1.1% | +1.4% | +2.1% |
| 30D | +39.9% | -0.8% | +40.7% | +41.3% |
| 3M | +51.5% | +5.0% | +46.5% | +32.2% |
| 6M | +18.9% | +0.2% | +18.7% | +15.7% |
| YTD | -7.8% | +5.8% | -13.6% | -36.0% |
| 1Y | -47.6% | +1.5% | -49.2% | -62.4% |
| All | +223.1% | +4.4% | +218.7% | -33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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