+223.1%
BMNR vs PSX
+138.7%
+84.4%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.4% | +3.1% | +3.5% |
| 7D | +0.2% | +1.7% | -1.5% | +0.4% |
| 30D | +39.9% | +15.6% | +24.3% | +41.4% |
| 3M | +51.5% | +46.5% | +5.1% | +55.0% |
| 6M | +18.9% | +55.0% | -36.1% | +22.0% |
| YTD | -7.8% | +105.3% | -113.1% | -7.3% |
| 1Y | -47.6% | +101.6% | -149.2% | -44.8% |
| All | +223.1% | +138.7% | +84.4% | +720.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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