+223.1%
BMNR vs MNST
+37.3%
+185.7%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.7% | +2.7% | +2.3% |
| 7D | +0.2% | -1.0% | +1.2% | +1.8% |
| 30D | +39.9% | -5.6% | +45.5% | +51.0% |
| 3M | +51.5% | -5.7% | +57.2% | +60.4% |
| 6M | +18.9% | +12.0% | +6.9% | -16.1% |
| YTD | -7.8% | +13.2% | -21.0% | -46.2% |
| 1Y | -47.6% | +36.1% | -83.7% | -93.1% |
| All | +223.1% | +37.3% | +185.7% | -100.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MNST.
Daily Out/Under-Performance
Portfolio return minus MNST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNST 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 MNST 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