+2.3%
PATH vs BMNR
+234.0%
-231.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.3% | -0.9% | -3.1% |
| 7D | -24.6% | +5.0% | -29.6% | -24.6% |
| 30D | -13.0% | +33.8% | -46.7% | -13.1% |
| 3M | +26.2% | +49.4% | -23.2% | +26.0% |
| 6M | +13.4% | +17.0% | -3.6% | +13.2% |
| YTD | -17.2% | -10.8% | -6.4% | -17.2% |
| 1Y | +14.0% | -45.7% | +59.7% | +14.1% |
| All | +2.3% | +234.0% | -231.7% | +0.8% |
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