+223.1%
BMNR vs MULL
+3,278.7%
-3,055.6%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.2% | +4.6% | +3.6% |
| 7D | +0.2% | -8.4% | +8.7% | +1.2% |
| 30D | +39.9% | +9.7% | +30.2% | +37.6% |
| 3M | +51.5% | -26.8% | +78.3% | +49.5% |
| 6M | +18.9% | +220.7% | -201.8% | -3.2% |
| YTD | -7.8% | +509.0% | -516.9% | -25.4% |
| 1Y | -47.6% | +1,739.5% | -1,787.1% | -35.2% |
| All | +223.1% | +3,278.7% | -3,055.6% | +922.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling