+222.3%
BMNR vs EXPD
+70.6%
+151.7%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.9% | -6.5% | -5.2% |
| 7D | +4.9% | -1.1% | +6.1% | +4.4% |
| 30D | +35.5% | +4.1% | +31.4% | +37.7% |
| 3M | +39.6% | +17.9% | +21.7% | +49.8% |
| 6M | +18.2% | +29.2% | -11.0% | +32.7% |
| YTD | -8.0% | +27.4% | -35.4% | +7.4% |
| 1Y | -40.8% | +56.8% | -97.6% | -5.1% |
| All | +222.3% | +70.6% | +151.7% | +688.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling