+223.1%
BMNR vs MET
+27.6%
+195.5%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.4% | +3.1% | +3.0% |
| 7D | +0.2% | -0.5% | +0.7% | +0.8% |
| 30D | +39.9% | +0.5% | +39.4% | +39.0% |
| 3M | +51.5% | +11.6% | +39.9% | +30.0% |
| 6M | +18.9% | +40.8% | -21.9% | -29.6% |
| YTD | -7.8% | +25.7% | -33.5% | -33.9% |
| 1Y | -47.6% | +24.4% | -72.0% | -61.2% |
| All | +223.1% | +27.6% | +195.5% | +195.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 MET 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