+212.5%
BMNR vs MNST
+35.5%
+176.9%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.5% | -1.1% |
| 7D | +5.0% | -3.6% | +8.5% | +10.9% |
| 30D | +33.8% | -6.3% | +40.0% | +45.8% |
| 3M | +49.4% | -5.0% | +54.4% | +55.4% |
| 6M | +17.0% | +13.1% | +3.8% | -21.7% |
| YTD | -10.8% | +11.8% | -22.6% | -46.9% |
| 1Y | -45.7% | +35.2% | -81.0% | -93.2% |
| All | +212.5% | +35.5% | +176.9% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling