+223.1%
BMNR vs MARA
-23.9%
+247.0%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +4.8% | -1.4% | -1.5% |
| 7D | +0.2% | +5.9% | -5.7% | -6.0% |
| 30D | +39.9% | +24.3% | +15.6% | +8.1% |
| 3M | +51.5% | -12.0% | +63.5% | +56.6% |
| 6M | +18.9% | +40.1% | -21.2% | -41.5% |
| YTD | -7.8% | +33.4% | -41.2% | -56.4% |
| 1Y | -47.6% | -23.7% | -23.9% | -55.2% |
| All | +223.1% | -23.9% | +247.0% | -89.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MARA.
Daily Out/Under-Performance
Portfolio return minus MARA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MARA 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 MARA 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