-40.8%
BMNR vs M
+46.1%
-86.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +2.6% | -8.2% | -6.6% |
| 7D | +4.9% | +4.7% | +0.2% | +3.0% |
| 30D | +35.5% | -9.6% | +45.1% | +40.9% |
| 3M | +39.6% | +0.9% | +38.7% | +38.4% |
| 6M | +18.2% | +22.3% | -4.0% | +9.7% |
| YTD | -8.0% | +6.5% | -14.6% | -10.5% |
| 1Y | -40.8% | +38.8% | -79.6% | -51.1% |
| All | -40.8% | +46.1% | -86.9% | -51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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