+223.1%
BMNR vs STZ
-27.5%
+250.5%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.1% | +4.5% | +4.0% |
| 7D | +0.2% | -4.5% | +4.7% | +2.5% |
| 30D | +39.9% | -8.6% | +48.5% | +46.0% |
| 3M | +51.5% | -13.8% | +65.3% | +62.7% |
| 6M | +18.9% | -17.2% | +36.1% | +29.4% |
| YTD | -7.8% | -9.4% | +1.6% | -23.4% |
| 1Y | -47.6% | -11.9% | -35.8% | -52.5% |
| All | +223.1% | -27.5% | +250.5% | +275.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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