+223.1%
BMNR vs M
+103.6%
+119.5%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +7.7% | -4.3% | -5.0% |
| 7D | +0.2% | -4.2% | +4.4% | +4.6% |
| 30D | +39.9% | -7.2% | +47.1% | +50.3% |
| 3M | +51.5% | -11.1% | +62.7% | +67.9% |
| 6M | +18.9% | +28.8% | -9.9% | -21.8% |
| YTD | -7.8% | +2.0% | -9.8% | -19.6% |
| 1Y | -47.6% | +31.3% | -78.9% | -74.1% |
| All | +223.1% | +103.6% | +119.5% | -96.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling