+212.5%
BMNR vs PR
+86.8%
+125.7%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.1% | -2.3% |
| 7D | +5.0% | -0.8% | +5.8% | +4.5% |
| 30D | +33.8% | +11.3% | +22.5% | +41.7% |
| 3M | +49.4% | +24.1% | +25.4% | +70.8% |
| 6M | +17.0% | +25.4% | -8.4% | +38.2% |
| YTD | -10.8% | +71.2% | -82.0% | +34.1% |
| 1Y | -45.7% | +78.6% | -124.3% | -16.4% |
| All | +212.5% | +86.8% | +125.7% | +429.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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