+212.3%
BMNR vs MLM
-8.2%
+220.6%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -8.5% | -1.3% | -7.2% | -8.2% |
| 30D | +33.8% | -9.1% | +42.9% | +36.8% |
| 3M | +54.7% | -9.0% | +63.7% | +57.4% |
| 6M | +16.7% | -17.0% | +33.8% | +21.1% |
| YTD | -10.9% | -19.0% | +8.1% | -3.8% |
| 1Y | -46.9% | -18.1% | -28.8% | -40.4% |
| All | +212.3% | -8.2% | +220.6% | +500.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 10y: compounded portfolio wealth divided by compounded MLM 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…
10y analysis · Full analysis span regression · 6 months rolling