+212.3%
BMNR vs MMM
+13.3%
+199.0%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.5% |
| 7D | -8.5% | -3.2% | -5.3% | -6.9% |
| 30D | +33.8% | -10.7% | +44.5% | +41.8% |
| 3M | +54.7% | +4.3% | +50.4% | +51.0% |
| 6M | +16.7% | +5.9% | +10.8% | +13.0% |
| YTD | -10.9% | +3.2% | -14.0% | -10.6% |
| 1Y | -46.9% | +8.0% | -54.9% | -45.1% |
| All | +212.3% | +13.3% | +199.0% | +361.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MMM.
Daily Out/Under-Performance
Portfolio return minus MMM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MMM 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 MMM 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