+223.1%
BMNR vs NTR
+32.6%
+190.5%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.4% | +3.8% | +3.7% |
| 7D | +0.2% | -1.3% | +1.5% | +1.2% |
| 30D | +39.9% | +16.8% | +23.1% | +23.3% |
| 3M | +51.5% | +20.7% | +30.8% | +28.0% |
| 6M | +18.9% | +0.5% | +18.4% | +15.8% |
| YTD | -7.8% | +29.2% | -37.0% | -43.9% |
| 1Y | -47.6% | +39.6% | -87.2% | -77.8% |
| All | +223.1% | +32.6% | +190.5% | -62.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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