-5.8%
META vs BMNR
+142.6%
-148.4%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -4.7% | +7.6% | +2.9% |
| 7D | +5.2% | -6.3% | +11.5% | +5.2% |
| 30D | -13.0% | -21.0% | +8.0% | -12.9% |
| 3M | +7.9% | -3.9% | +11.8% | +7.9% |
| 6M | +4.2% | -17.0% | +21.2% | +4.3% |
| YTD | -2.5% | -35.2% | +32.7% | -2.5% |
| 1Y | +5.6% | -51.9% | +57.5% | +5.7% |
| All | -5.8% | +142.6% | -148.4% | -6.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling