-50.7%
COIN vs MAR
+62.0%
-112.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.0% | +2.1% | +3.5% |
| 7D | -6.7% | +7.7% | -14.4% | -8.9% |
| 30D | -19.5% | +19.4% | -38.9% | -23.8% |
| 3M | +0.5% | +23.3% | -22.8% | -6.2% |
| 6M | -25.4% | +22.8% | -48.2% | -31.0% |
| YTD | -33.0% | +37.8% | -70.8% | -40.7% |
| 1Y | -50.7% | +57.4% | -108.1% | -61.8% |
| All | -50.7% | +62.0% | -112.7% | -61.8% |
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