+223.1%
BMNR vs FDS
-39.0%
+262.0%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.2% | +4.7% | +4.1% |
| 7D | +0.2% | -14.0% | +14.2% | +8.3% |
| 30D | +39.9% | -6.2% | +46.1% | +45.3% |
| 3M | +51.5% | +10.2% | +41.4% | +40.6% |
| 6M | +18.9% | +27.4% | -8.5% | -9.3% |
| YTD | -7.8% | -9.3% | +1.5% | +18.2% |
| 1Y | -47.6% | -28.6% | -19.0% | +130.4% |
| All | +223.1% | -39.0% | +262.0% | -10,422.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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