-46.6%
COIN vs MCHP
+6.4%
-53.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.7% | -1.9% | -0.6% |
| 7D | -5.1% | 0.0% | -5.1% | -5.1% |
| 30D | +17.6% | -6.0% | +23.6% | +22.2% |
| 3M | +9.2% | -19.7% | +28.9% | +22.5% |
| 6M | -11.8% | +14.0% | -25.8% | -24.5% |
| YTD | -22.5% | +18.4% | -40.9% | -37.4% |
| 1Y | -45.9% | +17.1% | -63.0% | -56.4% |
| 3Y | +117.4% | +0.7% | +116.7% | +74.7% |
| 5Y | -29.4% | +5.1% | -34.5% | -46.4% |
| All | -46.6% | +6.4% | -53.0% | -59.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling