+223.1%
BMNR vs XLB
+18.0%
+205.1%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.4% | +3.1% | +2.9% |
| 7D | +0.2% | -2.8% | +3.1% | +4.1% |
| 30D | +39.9% | -3.1% | +43.0% | +45.8% |
| 3M | +51.5% | -0.2% | +51.7% | +51.3% |
| 6M | +18.9% | +3.1% | +15.8% | +14.8% |
| YTD | -7.8% | +13.3% | -21.1% | -21.5% |
| 1Y | -47.6% | +12.0% | -59.6% | -55.4% |
| All | +223.1% | +18.0% | +205.1% | +261.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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