-46.6%
COIN vs MAR
+134.2%
-180.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +0.1% |
| 7D | -5.1% | -0.5% | -4.5% | -4.6% |
| 30D | +17.6% | -5.4% | +23.0% | +23.6% |
| 3M | +9.2% | -15.5% | +24.7% | +26.8% |
| 6M | -11.8% | +3.0% | -14.7% | -16.9% |
| YTD | -22.5% | +8.5% | -31.0% | -32.2% |
| 1Y | -45.9% | +26.0% | -71.9% | -60.1% |
| 3Y | +117.4% | +68.6% | +48.8% | +22.9% |
| 5Y | -29.4% | +157.4% | -186.8% | -67.1% |
| All | -46.6% | +134.2% | -180.8% | -75.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling