-40.8%
BMNR vs EXE
+3.1%
-43.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.2% | -4.4% | -5.5% |
| 7D | +4.9% | -0.3% | +5.2% | +4.9% |
| 30D | +35.5% | +8.5% | +27.0% | +33.8% |
| 3M | +39.6% | +5.5% | +34.1% | +38.8% |
| 6M | +18.2% | -5.9% | +24.1% | +21.0% |
| YTD | -8.0% | -9.7% | +1.7% | -4.3% |
| 1Y | -40.8% | +3.6% | -44.4% | -37.0% |
| All | -40.8% | +3.1% | -43.9% | -37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 1y: compounded portfolio wealth divided by compounded EXE 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…
1y analysis · Full analysis span regression · 6 months rolling