-45.9%
COIN vs MCD
-15.4%
-30.5%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.7% |
| 7D | -5.1% | -1.2% | -3.8% | -5.5% |
| 30D | +17.6% | -7.8% | +25.3% | +14.3% |
| 3M | +9.2% | -10.7% | +19.9% | +4.6% |
| 6M | -11.8% | -21.3% | +9.5% | -19.5% |
| YTD | -22.5% | -15.8% | -6.7% | -27.4% |
| 1Y | -45.9% | -16.0% | -29.9% | -48.5% |
| All | -45.9% | -15.4% | -30.5% | -48.5% |
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