+223.1%
BMNR vs EME
+61.7%
+161.3%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +4.3% | -0.9% | -0.5% |
| 7D | +0.2% | +3.5% | -3.3% | -2.9% |
| 30D | +39.9% | -6.3% | +46.2% | +47.4% |
| 3M | +51.5% | -3.8% | +55.3% | +53.2% |
| 6M | +18.9% | +8.5% | +10.4% | +3.6% |
| YTD | -7.8% | +27.8% | -35.6% | -34.6% |
| 1Y | -47.6% | +22.2% | -69.8% | -59.8% |
| All | +223.1% | +61.7% | +161.3% | +25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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