+126.9%
BMNR vs LIN
+12.8%
+114.1%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.7% | -5.4% | -6.0% |
| 7D | -6.3% | +2.1% | -8.4% | -10.0% |
| 30D | -21.0% | +6.8% | -27.8% | -31.4% |
| 3M | -3.9% | +10.4% | -14.3% | -23.2% |
| 6M | -17.0% | +3.2% | -20.2% | -26.9% |
| YTD | -35.2% | +24.6% | -59.8% | -82.9% |
| 1Y | -51.9% | +24.4% | -76.3% | -87.0% |
| All | +126.9% | +12.8% | +114.1% | -93.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LIN.
Daily Out/Under-Performance
Portfolio return minus LIN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LIN 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 10y: compounded portfolio wealth divided by compounded LIN 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…
10y analysis · Full analysis span regression · 6 months rolling