-27.8%
COIN vs MCHP
+3.6%
-31.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.7% | -1.9% | -0.7% |
| 7D | -5.1% | 0.0% | -5.1% | -5.1% |
| 30D | +17.6% | -6.0% | +23.6% | +22.3% |
| 3M | +9.2% | -19.7% | +28.9% | +22.7% |
| 6M | -11.8% | +14.0% | -25.8% | -24.9% |
| YTD | -22.5% | +18.4% | -40.9% | -37.8% |
| 1Y | -45.9% | +17.1% | -63.0% | -56.7% |
| 3Y | +117.4% | +0.7% | +116.7% | +72.5% |
| All | -27.8% | +3.6% | -31.4% | -47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MCHP.
Daily Out/Under-Performance
Portfolio return minus MCHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCHP 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 MCHP 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