+223.1%
BMNR vs MDY
+24.2%
+198.8%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.8% | +2.6% | +1.3% |
| 7D | +0.2% | -1.9% | +2.1% | +5.3% |
| 30D | +39.9% | -4.6% | +44.6% | +58.6% |
| 3M | +51.5% | -1.2% | +52.7% | +56.1% |
| 6M | +18.9% | +9.2% | +9.7% | -6.9% |
| YTD | -7.8% | +13.1% | -20.9% | -33.1% |
| 1Y | -47.6% | +13.0% | -60.6% | -60.6% |
| All | +223.1% | +24.2% | +198.8% | +186.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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