+223.1%
BMNR vs MPC
+156.7%
+66.4%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.9% | +2.5% | +3.8% |
| 7D | +0.2% | +1.8% | -1.6% | +1.0% |
| 30D | +39.9% | +14.0% | +25.9% | +47.3% |
| 3M | +51.5% | +52.2% | -0.7% | +78.5% |
| 6M | +18.9% | +75.8% | -56.9% | +52.2% |
| YTD | -7.8% | +146.3% | -154.1% | +46.8% |
| 1Y | -47.6% | +120.8% | -168.4% | -15.5% |
| All | +223.1% | +156.7% | +66.4% | +4,039.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 MPC 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