+212.3%
BMNR vs ECL
+2.7%
+209.7%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.3% |
| 7D | -8.5% | -2.6% | -5.9% | -4.4% |
| 30D | +33.8% | -4.6% | +38.4% | +44.0% |
| 3M | +54.7% | +6.0% | +48.8% | +31.4% |
| 6M | +16.7% | -3.0% | +19.7% | +22.1% |
| YTD | -10.9% | +4.0% | -14.9% | -36.4% |
| 1Y | -46.9% | +2.0% | -48.9% | -69.3% |
| All | +212.3% | +2.7% | +209.7% | -34.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling