+223.1%
BMNR vs Z
-53.7%
+276.8%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +4.0% | -0.6% | +1.2% |
| 7D | +0.2% | -6.0% | +6.3% | +3.6% |
| 30D | +39.9% | -2.3% | +42.2% | +41.3% |
| 3M | +51.5% | -0.6% | +52.1% | +49.4% |
| 6M | +18.9% | -27.6% | +46.5% | +43.2% |
| YTD | -7.8% | -52.4% | +44.6% | +51.8% |
| 1Y | -47.6% | -63.6% | +16.0% | +7.3% |
| All | +223.1% | -53.7% | +276.8% | +296.3% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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