+212.3%
BMNR vs PM
+9.4%
+203.0%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.8% |
| 7D | -8.5% | +1.9% | -10.4% | -9.1% |
| 30D | +33.8% | +1.9% | +31.9% | +32.5% |
| 3M | +54.7% | +4.6% | +50.1% | +51.0% |
| 6M | +16.7% | +11.7% | +5.1% | +8.5% |
| YTD | -10.9% | +20.4% | -31.2% | -22.1% |
| 1Y | -46.9% | +19.0% | -65.9% | -50.5% |
| All | +212.3% | +9.4% | +203.0% | +166.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling