+223.1%
BMNR vs XLP
+5.2%
+217.9%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.3% | +3.1% | +2.9% |
| 7D | +0.2% | -1.4% | +1.7% | +2.4% |
| 30D | +39.9% | -2.0% | +41.9% | +43.4% |
| 3M | +51.5% | -1.5% | +53.1% | +51.7% |
| 6M | +18.9% | -0.2% | +19.1% | +13.7% |
| YTD | -7.8% | +8.7% | -16.5% | -49.3% |
| 1Y | -47.6% | +6.3% | -53.9% | -67.0% |
| All | +223.1% | +5.2% | +217.9% | -10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 10y: compounded portfolio wealth divided by compounded XLP 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…
10y analysis · Full analysis span regression · 6 months rolling