+138.1%
BMNR vs XLP
+15.6%
+122.5%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.7% | -3.7% |
| 7D | -2.9% | -0.2% | -2.7% | -2.7% |
| 30D | -21.5% | +8.2% | -29.6% | -28.7% |
| 3M | +3.1% | +7.7% | -4.6% | -6.2% |
| 6M | -14.9% | +9.3% | -24.2% | -27.1% |
| YTD | -32.0% | +19.5% | -51.5% | -66.9% |
| 1Y | -54.5% | +21.0% | -75.5% | -81.3% |
| All | +138.1% | +15.6% | +122.5% | -41.5% |
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 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