-47.6%
BMNR vs MULL
+1,810.7%
-1,858.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.2% | +4.6% | +3.7% |
| 7D | +0.2% | -8.4% | +8.7% | +1.8% |
| 30D | +39.9% | +9.7% | +30.2% | +35.8% |
| 3M | +51.5% | -26.8% | +78.3% | +45.8% |
| 6M | +18.9% | +220.7% | -201.8% | -32.7% |
| YTD | -7.8% | +509.0% | -516.9% | -61.1% |
| 1Y | -47.6% | +1,739.5% | -1,787.1% | -86.9% |
| All | -47.6% | +1,810.7% | -1,858.3% | -86.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 1y: compounded portfolio wealth divided by compounded MULL 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…
1y analysis · Full analysis span regression · 6 months rolling