+126.9%
BMNR vs XLP
+17.2%
+109.7%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.4% | -6.1% | -6.1% |
| 7D | -6.3% | +2.5% | -8.8% | -8.6% |
| 30D | -21.0% | +7.3% | -28.3% | -27.1% |
| 3M | -3.9% | +8.1% | -12.0% | -12.4% |
| 6M | -17.0% | +10.5% | -27.5% | -29.3% |
| YTD | -35.2% | +21.2% | -56.4% | -68.9% |
| 1Y | -51.9% | +22.7% | -74.6% | -80.5% |
| All | +126.9% | +17.2% | +109.7% | -45.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling