+212.5%
BMNR vs MPC
+159.0%
+53.5%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.7% | -2.1% |
| 7D | +5.0% | +3.2% | +1.8% | +6.3% |
| 30D | +33.8% | +25.0% | +8.7% | +45.6% |
| 3M | +49.4% | +55.2% | -5.7% | +77.5% |
| 6M | +17.0% | +86.4% | -69.4% | +53.7% |
| YTD | -10.8% | +148.5% | -159.3% | +42.5% |
| 1Y | -45.7% | +121.7% | -167.4% | -14.2% |
| All | +212.5% | +159.0% | +53.5% | +3,918.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling