-44.9%
BMNR vs NEM
+50.9%
-95.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +9.9% | -4.1% | -1.2% |
| 7D | -1.5% | +3.7% | -5.1% | -4.1% |
| 30D | -18.9% | +2.0% | -20.9% | -20.3% |
| 3M | +20.1% | +21.1% | -1.0% | +4.6% |
| 6M | -4.7% | +9.5% | -14.2% | -10.8% |
| YTD | -20.0% | +19.1% | -39.0% | -35.1% |
| 1Y | -44.9% | +51.1% | -96.0% | -69.0% |
| All | -44.9% | +50.9% | -95.8% | -69.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 NEM 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