+212.5%
BMNR vs EXPD
+70.2%
+142.3%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.3% | -3.5% | -1.8% |
| 7D | +5.0% | +1.2% | +3.8% | +5.5% |
| 30D | +33.8% | +5.2% | +28.6% | +36.6% |
| 3M | +49.4% | +13.2% | +36.2% | +57.5% |
| 6M | +17.0% | +30.3% | -13.4% | +31.8% |
| YTD | -10.8% | +27.0% | -37.9% | +4.0% |
| 1Y | -45.7% | +57.3% | -103.0% | -11.1% |
| All | +212.5% | +70.2% | +142.3% | +664.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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