-27.8%
COIN vs MARA
-65.8%
+38.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.8% | -3.1% | -1.0% |
| 7D | -5.1% | +5.9% | -11.0% | -8.3% |
| 30D | +17.6% | +24.3% | -6.7% | +3.3% |
| 3M | +9.2% | -12.0% | +21.2% | +12.3% |
| 6M | -11.8% | +40.1% | -51.9% | -32.0% |
| YTD | -22.5% | +33.4% | -55.9% | -39.5% |
| 1Y | -45.9% | -23.7% | -22.2% | -43.9% |
| 3Y | +117.4% | +19.0% | +98.4% | +35.7% |
| All | -27.8% | -65.8% | +38.0% | -40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MARA.
Daily Out/Under-Performance
Portfolio return minus MARA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MARA 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 5y: compounded portfolio wealth divided by compounded MARA 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…
5y analysis · Full analysis span regression · 6 months rolling