+223.1%
BMNR vs PM
+10.1%
+213.0%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.7% | +2.7% | +3.2% |
| 7D | +0.2% | +4.7% | -4.4% | -1.4% |
| 30D | +39.9% | +2.6% | +37.3% | +38.3% |
| 3M | +51.5% | +6.6% | +44.9% | +46.6% |
| 6M | +18.9% | +16.5% | +2.4% | +7.4% |
| YTD | -7.8% | +21.2% | -29.0% | -19.6% |
| 1Y | -47.6% | +17.9% | -65.5% | -48.8% |
| All | +223.1% | +10.1% | +213.0% | +174.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 5y: compounded portfolio wealth divided by compounded PM 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…
5y analysis · Full analysis span regression · 6 months rolling