+223.1%
BMNR vs EXC
+5.6%
+217.5%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.5% | +4.0% | +4.3% |
| 7D | +0.2% | -1.1% | +1.3% | +2.1% |
| 30D | +39.9% | -3.6% | +43.6% | +48.5% |
| 3M | +51.5% | -4.3% | +55.8% | +55.4% |
| 6M | +18.9% | -9.9% | +28.9% | +38.4% |
| YTD | -7.8% | +1.8% | -9.6% | -40.1% |
| 1Y | -47.6% | +2.9% | -50.5% | -81.3% |
| All | +223.1% | +5.6% | +217.5% | -98.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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