-45.5%
COIN vs MCD
+25.7%
-71.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.1% |
| 7D | +1.2% | -2.0% | +3.2% | +1.9% |
| 30D | +16.5% | -6.1% | +22.6% | +18.8% |
| 3M | +10.4% | -7.3% | +17.6% | +12.8% |
| 6M | -9.3% | -20.9% | +11.7% | -1.2% |
| YTD | -20.9% | -14.7% | -6.2% | -17.1% |
| 1Y | -40.8% | -16.1% | -24.7% | -37.6% |
| 3Y | +118.0% | -1.5% | +119.5% | +107.7% |
| 5Y | -30.7% | +20.4% | -51.1% | -42.4% |
| All | -45.5% | +25.7% | -71.2% | -56.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling