+223.1%
BMNR vs MTB
+38.0%
+185.1%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.3% | +3.1% | +3.1% |
| 7D | +0.2% | 0.0% | +0.2% | +0.3% |
| 30D | +39.9% | -4.8% | +44.7% | +46.3% |
| 3M | +51.5% | +6.0% | +45.6% | +38.0% |
| 6M | +18.9% | +19.6% | -0.7% | -9.5% |
| YTD | -7.8% | +21.5% | -29.3% | -33.3% |
| 1Y | -47.6% | +24.7% | -72.3% | -62.1% |
| All | +223.1% | +38.0% | +185.1% | +218.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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