+212.3%
BMNR vs P
+71.5%
+140.9%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.0% | +3.0% | +2.4% |
| 7D | -8.5% | -4.1% | -4.4% | -5.5% |
| 30D | +33.8% | -14.0% | +47.7% | +47.3% |
| 3M | +54.7% | +41.4% | +13.3% | +2.6% |
| 6M | +16.7% | +54.2% | -37.4% | -37.1% |
| YTD | -10.9% | +40.4% | -51.3% | -47.8% |
| 1Y | -46.9% | +16.0% | -62.9% | -67.2% |
| All | +212.3% | +71.5% | +140.9% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 3y: compounded portfolio wealth divided by compounded P 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…
3y analysis · Full analysis span regression · 6 months rolling