+212.3%
BMNR vs XLC
+10.1%
+202.3%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -2.4% |
| 7D | -8.5% | -1.7% | -6.8% | -2.3% |
| 30D | +33.8% | +0.2% | +33.6% | +30.5% |
| 3M | +54.7% | +0.7% | +54.0% | +39.0% |
| 6M | +16.7% | -4.5% | +21.2% | +41.7% |
| YTD | -10.9% | -4.7% | -6.1% | +1.3% |
| 1Y | -46.9% | -1.5% | -45.4% | -59.6% |
| All | +212.3% | +10.1% | +202.3% | -88.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 XLC 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