-39.8%
COIN vs MCD
-17.5%
-22.3%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.5% | -2.7% | -4.7% |
| 7D | +3.4% | -2.8% | +6.2% | +2.3% |
| 30D | +23.2% | -6.0% | +29.2% | +20.8% |
| 3M | +12.5% | -5.6% | +18.1% | +10.8% |
| 6M | -11.6% | -21.9% | +10.2% | -19.4% |
| YTD | -18.4% | -14.7% | -3.7% | -22.7% |
| 1Y | -39.8% | -17.3% | -22.6% | -41.8% |
| All | -39.8% | -17.5% | -22.3% | -41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MCD.
Daily Out/Under-Performance
Portfolio return minus MCD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCD 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 MCD 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