+212.3%
BMNR vs EXPD
+71.1%
+141.3%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.6% | +0.2% |
| 7D | -8.5% | +1.2% | -9.7% | -8.1% |
| 30D | +33.8% | +6.8% | +26.9% | +37.4% |
| 3M | +54.7% | +14.9% | +39.8% | +64.2% |
| 6M | +16.7% | +34.6% | -17.9% | +33.5% |
| YTD | -10.9% | +27.7% | -38.6% | +4.2% |
| 1Y | -46.9% | +57.7% | -104.6% | -13.9% |
| All | +212.3% | +71.1% | +141.3% | +665.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling