-39.8%
COIN vs MAR
+27.3%
-67.1%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.1% | -4.3% | -4.2% |
| 7D | +3.4% | -4.2% | +7.5% | +4.4% |
| 30D | +23.2% | -6.7% | +29.9% | +25.1% |
| 3M | +12.5% | -12.5% | +25.0% | +16.2% |
| 6M | -11.6% | +0.6% | -12.2% | -13.9% |
| YTD | -18.4% | +9.1% | -27.5% | -22.2% |
| 1Y | -39.8% | +26.2% | -66.0% | -45.7% |
| All | -39.8% | +27.3% | -67.1% | -45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 1y: compounded portfolio wealth divided by compounded MAR 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…
1y analysis · Full analysis span regression · 6 months rolling