-47.6%
BMNR vs FLEX
+101.0%
-148.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +7.2% | -3.8% | +0.7% |
| 7D | +0.2% | +5.7% | -5.5% | -2.0% |
| 30D | +39.9% | -7.0% | +46.9% | +43.2% |
| 3M | +51.5% | -23.8% | +75.3% | +64.1% |
| 6M | +18.9% | +82.6% | -63.7% | -36.9% |
| YTD | -7.8% | +91.6% | -99.4% | -54.7% |
| 1Y | -47.6% | +100.6% | -148.2% | -74.8% |
| All | -47.6% | +101.0% | -148.7% | -74.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 FLEX 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