+212.5%
BMNR vs M
+98.4%
+114.1%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.2% | +1.9% | +2.5% |
| 7D | +5.0% | -4.1% | +9.0% | +9.6% |
| 30D | +33.8% | -13.6% | +47.4% | +56.6% |
| 3M | +49.4% | -2.3% | +51.7% | +46.5% |
| 6M | +17.0% | +21.9% | -5.0% | -17.2% |
| YTD | -10.8% | -0.6% | -10.2% | -19.5% |
| 1Y | -45.7% | +29.7% | -75.4% | -73.1% |
| All | +212.5% | +98.4% | +114.1% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling