-5.5%
META vs BMNR
+233.9%
-239.4%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +5.5% | -8.5% | +14.0% | +5.5% |
| 30D | +7.6% | +33.8% | -26.2% | +7.5% |
| 3M | +13.0% | +54.7% | -41.8% | +12.8% |
| 6M | -1.3% | +16.7% | -18.0% | -1.4% |
| YTD | -2.2% | -10.9% | +8.7% | -2.3% |
| 1Y | -14.0% | -46.9% | +32.9% | -14.0% |
| All | -5.5% | +233.9% | -239.4% | -5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BMNR.
Daily Out/Under-Performance
Portfolio return minus BMNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMNR 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 BMNR 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