+223.1%
BMNR vs MTCH
+37.4%
+185.7%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.4% | +2.1% | +2.4% |
| 7D | +0.2% | +1.3% | -1.0% | -0.7% |
| 30D | +39.9% | +15.9% | +24.0% | +23.5% |
| 3M | +51.5% | +23.3% | +28.2% | +21.8% |
| 6M | +18.9% | +40.1% | -21.2% | -18.3% |
| YTD | -7.8% | +33.6% | -41.4% | -33.0% |
| 1Y | -47.6% | +14.1% | -61.7% | -50.6% |
| All | +223.1% | +37.4% | +185.7% | +118.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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