+148.3%
BMNR vs XLP
+16.1%
+132.2%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +0.5% | +6.0% | +6.0% |
| 7D | -11.5% | -0.5% | -10.9% | -10.9% |
| 30D | -19.3% | +8.3% | -27.6% | -26.8% |
| 3M | +6.4% | +8.7% | -2.3% | -4.4% |
| 6M | -16.4% | +11.2% | -27.6% | -31.6% |
| YTD | -29.1% | +20.0% | -49.1% | -65.6% |
| 1Y | -51.4% | +21.3% | -72.7% | -79.8% |
| All | +148.3% | +16.1% | +132.2% | -39.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling