-46.6%
COIN vs MCD
+24.1%
-70.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.8% |
| 7D | -5.1% | -1.2% | -3.8% | -4.7% |
| 30D | +17.6% | -7.8% | +25.3% | +20.6% |
| 3M | +9.2% | -10.7% | +19.9% | +13.2% |
| 6M | -11.8% | -21.3% | +9.5% | -3.9% |
| YTD | -22.5% | -15.8% | -6.7% | -18.5% |
| 1Y | -45.9% | -16.0% | -29.9% | -43.2% |
| 3Y | +117.4% | -3.0% | +120.3% | +108.3% |
| 5Y | -29.4% | +18.6% | -48.0% | -41.0% |
| All | -46.6% | +24.1% | -70.7% | -57.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling