+223.1%
BMNR vs MAR
+29.2%
+193.9%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.7% | +1.7% | +2.6% |
| 7D | +0.2% | -0.5% | +0.8% | +0.5% |
| 30D | +39.9% | -5.4% | +45.3% | +43.7% |
| 3M | +51.5% | -15.5% | +67.0% | +64.2% |
| 6M | +18.9% | +3.0% | +16.0% | +17.1% |
| YTD | -7.8% | +8.5% | -16.3% | -11.0% |
| 1Y | -47.6% | +26.0% | -73.6% | -55.3% |
| All | +223.1% | +29.2% | +193.9% | +306.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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