+212.3%
BMNR vs EXC
+6.2%
+206.2%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +1.2% |
| 7D | -8.5% | -1.6% | -6.9% | -5.8% |
| 30D | +33.8% | -2.4% | +36.2% | +38.8% |
| 3M | +54.7% | -4.0% | +58.7% | +58.0% |
| 6M | +16.7% | -9.8% | +26.5% | +36.3% |
| YTD | -10.9% | +2.3% | -13.2% | -42.6% |
| 1Y | -46.9% | +3.8% | -50.8% | -82.2% |
| All | +212.3% | +6.2% | +206.2% | -98.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling